CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9700 |
0.9710 |
0.0010 |
0.1% |
0.9513 |
High |
0.9700 |
0.9710 |
0.0010 |
0.1% |
0.9700 |
Low |
0.9596 |
0.9710 |
0.0114 |
1.2% |
0.9360 |
Close |
0.9592 |
0.9703 |
0.0111 |
1.2% |
0.9592 |
Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0340 |
ATR |
0.0091 |
0.0093 |
0.0002 |
2.1% |
0.0000 |
Volume |
114 |
17 |
-97 |
-85.1% |
420 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9708 |
0.9705 |
0.9703 |
|
R3 |
0.9708 |
0.9705 |
0.9703 |
|
R2 |
0.9708 |
0.9708 |
0.9703 |
|
R1 |
0.9705 |
0.9705 |
0.9703 |
0.9707 |
PP |
0.9708 |
0.9708 |
0.9708 |
0.9708 |
S1 |
0.9705 |
0.9705 |
0.9703 |
0.9707 |
S2 |
0.9708 |
0.9708 |
0.9703 |
|
S3 |
0.9708 |
0.9705 |
0.9703 |
|
S4 |
0.9708 |
0.9705 |
0.9703 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0571 |
1.0421 |
0.9779 |
|
R3 |
1.0231 |
1.0081 |
0.9686 |
|
R2 |
0.9891 |
0.9891 |
0.9654 |
|
R1 |
0.9741 |
0.9741 |
0.9623 |
0.9816 |
PP |
0.9551 |
0.9551 |
0.9551 |
0.9588 |
S1 |
0.9401 |
0.9401 |
0.9561 |
0.9476 |
S2 |
0.9211 |
0.9211 |
0.9530 |
|
S3 |
0.8871 |
0.9061 |
0.9499 |
|
S4 |
0.8531 |
0.8721 |
0.9405 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9710 |
2.618 |
0.9710 |
1.618 |
0.9710 |
1.000 |
0.9710 |
0.618 |
0.9710 |
HIGH |
0.9710 |
0.618 |
0.9710 |
0.500 |
0.9710 |
0.382 |
0.9710 |
LOW |
0.9710 |
0.618 |
0.9710 |
1.000 |
0.9710 |
1.618 |
0.9710 |
2.618 |
0.9710 |
4.250 |
0.9710 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9710 |
0.9679 |
PP |
0.9708 |
0.9655 |
S1 |
0.9705 |
0.9632 |
|