CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0065 |
1.0030 |
-0.0035 |
-0.3% |
1.0060 |
High |
1.0080 |
1.0031 |
-0.0049 |
-0.5% |
1.0080 |
Low |
1.0056 |
1.0015 |
-0.0041 |
-0.4% |
0.9930 |
Close |
1.0056 |
1.0023 |
-0.0033 |
-0.3% |
1.0056 |
Range |
0.0024 |
0.0016 |
-0.0008 |
-33.3% |
0.0150 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
122 |
81 |
-41 |
-33.6% |
496 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0071 |
1.0063 |
1.0032 |
|
R3 |
1.0055 |
1.0047 |
1.0027 |
|
R2 |
1.0039 |
1.0039 |
1.0026 |
|
R1 |
1.0031 |
1.0031 |
1.0024 |
1.0027 |
PP |
1.0023 |
1.0023 |
1.0023 |
1.0021 |
S1 |
1.0015 |
1.0015 |
1.0022 |
1.0011 |
S2 |
1.0007 |
1.0007 |
1.0020 |
|
S3 |
0.9991 |
0.9999 |
1.0019 |
|
S4 |
0.9975 |
0.9983 |
1.0014 |
|
|
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 |
1.0099 |
2.618 |
1.0073 |
1.618 |
1.0057 |
1.000 |
1.0047 |
0.618 |
1.0041 |
HIGH |
1.0031 |
0.618 |
1.0025 |
0.500 |
1.0023 |
0.382 |
1.0021 |
LOW |
1.0015 |
0.618 |
1.0005 |
1.000 |
0.9999 |
1.618 |
0.9989 |
2.618 |
0.9973 |
4.250 |
0.9947 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0023 |
1.0033 |
PP |
1.0023 |
1.0029 |
S1 |
1.0023 |
1.0026 |
|