CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9830 |
0.9800 |
-0.0030 |
-0.3% |
0.9710 |
High |
0.9830 |
0.9816 |
-0.0014 |
-0.1% |
0.9822 |
Low |
0.9740 |
0.9786 |
0.0046 |
0.5% |
0.9667 |
Close |
0.9763 |
0.9789 |
0.0026 |
0.3% |
0.9846 |
Range |
0.0090 |
0.0030 |
-0.0060 |
-66.7% |
0.0155 |
ATR |
0.0090 |
0.0087 |
-0.0003 |
-2.9% |
0.0000 |
Volume |
6 |
80 |
74 |
1,233.3% |
366 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9887 |
0.9868 |
0.9806 |
|
R3 |
0.9857 |
0.9838 |
0.9797 |
|
R2 |
0.9827 |
0.9827 |
0.9795 |
|
R1 |
0.9808 |
0.9808 |
0.9792 |
0.9803 |
PP |
0.9797 |
0.9797 |
0.9797 |
0.9794 |
S1 |
0.9778 |
0.9778 |
0.9786 |
0.9773 |
S2 |
0.9767 |
0.9767 |
0.9784 |
|
S3 |
0.9737 |
0.9748 |
0.9781 |
|
S4 |
0.9707 |
0.9718 |
0.9773 |
|
|
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 |
0.9944 |
2.618 |
0.9895 |
1.618 |
0.9865 |
1.000 |
0.9846 |
0.618 |
0.9835 |
HIGH |
0.9816 |
0.618 |
0.9805 |
0.500 |
0.9801 |
0.382 |
0.9797 |
LOW |
0.9786 |
0.618 |
0.9767 |
1.000 |
0.9756 |
1.618 |
0.9737 |
2.618 |
0.9707 |
4.250 |
0.9659 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9801 |
0.9788 |
PP |
0.9797 |
0.9786 |
S1 |
0.9793 |
0.9785 |
|