CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
0.9985 |
1.0065 |
0.0080 |
0.8% |
1.0060 |
High |
1.0060 |
1.0080 |
0.0020 |
0.2% |
1.0080 |
Low |
0.9985 |
1.0056 |
0.0071 |
0.7% |
0.9930 |
Close |
1.0059 |
1.0056 |
-0.0003 |
0.0% |
1.0056 |
Range |
0.0075 |
0.0024 |
-0.0051 |
-68.0% |
0.0150 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
46 |
122 |
76 |
165.2% |
496 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0136 |
1.0120 |
1.0069 |
|
R3 |
1.0112 |
1.0096 |
1.0063 |
|
R2 |
1.0088 |
1.0088 |
1.0060 |
|
R1 |
1.0072 |
1.0072 |
1.0058 |
1.0068 |
PP |
1.0064 |
1.0064 |
1.0064 |
1.0062 |
S1 |
1.0048 |
1.0048 |
1.0054 |
1.0044 |
S2 |
1.0040 |
1.0040 |
1.0052 |
|
S3 |
1.0016 |
1.0024 |
1.0049 |
|
S4 |
0.9992 |
1.0000 |
1.0043 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0472 |
1.0414 |
1.0139 |
|
R3 |
1.0322 |
1.0264 |
1.0097 |
|
R2 |
1.0172 |
1.0172 |
1.0084 |
|
R1 |
1.0114 |
1.0114 |
1.0070 |
1.0068 |
PP |
1.0022 |
1.0022 |
1.0022 |
0.9999 |
S1 |
0.9964 |
0.9964 |
1.0042 |
0.9918 |
S2 |
0.9872 |
0.9872 |
1.0029 |
|
S3 |
0.9722 |
0.9814 |
1.0015 |
|
S4 |
0.9572 |
0.9664 |
0.9974 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0182 |
2.618 |
1.0143 |
1.618 |
1.0119 |
1.000 |
1.0104 |
0.618 |
1.0095 |
HIGH |
1.0080 |
0.618 |
1.0071 |
0.500 |
1.0068 |
0.382 |
1.0065 |
LOW |
1.0056 |
0.618 |
1.0041 |
1.000 |
1.0032 |
1.618 |
1.0017 |
2.618 |
0.9993 |
4.250 |
0.9954 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0068 |
1.0040 |
PP |
1.0064 |
1.0024 |
S1 |
1.0060 |
1.0008 |
|