CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9787 |
0.9783 |
-0.0004 |
0.0% |
0.9710 |
High |
0.9787 |
0.9800 |
0.0013 |
0.1% |
0.9822 |
Low |
0.9708 |
0.9783 |
0.0075 |
0.8% |
0.9667 |
Close |
0.9779 |
0.9846 |
0.0067 |
0.7% |
0.9846 |
Range |
0.0079 |
0.0017 |
-0.0062 |
-78.5% |
0.0155 |
ATR |
0.0094 |
0.0089 |
-0.0005 |
-5.5% |
0.0000 |
Volume |
270 |
65 |
-205 |
-75.9% |
366 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9861 |
0.9870 |
0.9855 |
|
R3 |
0.9844 |
0.9853 |
0.9851 |
|
R2 |
0.9827 |
0.9827 |
0.9849 |
|
R1 |
0.9836 |
0.9836 |
0.9848 |
0.9832 |
PP |
0.9810 |
0.9810 |
0.9810 |
0.9807 |
S1 |
0.9819 |
0.9819 |
0.9844 |
0.9815 |
S2 |
0.9793 |
0.9793 |
0.9843 |
|
S3 |
0.9776 |
0.9802 |
0.9841 |
|
S4 |
0.9759 |
0.9785 |
0.9837 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0243 |
1.0200 |
0.9931 |
|
R3 |
1.0088 |
1.0045 |
0.9889 |
|
R2 |
0.9933 |
0.9933 |
0.9874 |
|
R1 |
0.9890 |
0.9890 |
0.9860 |
0.9912 |
PP |
0.9778 |
0.9778 |
0.9778 |
0.9789 |
S1 |
0.9735 |
0.9735 |
0.9832 |
0.9757 |
S2 |
0.9623 |
0.9623 |
0.9818 |
|
S3 |
0.9468 |
0.9580 |
0.9803 |
|
S4 |
0.9313 |
0.9425 |
0.9761 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9872 |
2.618 |
0.9845 |
1.618 |
0.9828 |
1.000 |
0.9817 |
0.618 |
0.9811 |
HIGH |
0.9800 |
0.618 |
0.9794 |
0.500 |
0.9792 |
0.382 |
0.9789 |
LOW |
0.9783 |
0.618 |
0.9772 |
1.000 |
0.9766 |
1.618 |
0.9755 |
2.618 |
0.9738 |
4.250 |
0.9711 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9828 |
0.9819 |
PP |
0.9810 |
0.9792 |
S1 |
0.9792 |
0.9765 |
|