CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
0.9994 |
1.0015 |
0.0021 |
0.2% |
1.0025 |
High |
1.0006 |
1.0045 |
0.0039 |
0.4% |
1.0047 |
Low |
0.9994 |
1.0015 |
0.0021 |
0.2% |
0.9910 |
Close |
1.0001 |
1.0024 |
0.0023 |
0.2% |
1.0034 |
Range |
0.0012 |
0.0030 |
0.0018 |
150.0% |
0.0137 |
ATR |
0.0047 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
Volume |
36 |
24 |
-12 |
-33.3% |
594 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0118 |
1.0101 |
1.0041 |
|
R3 |
1.0088 |
1.0071 |
1.0032 |
|
R2 |
1.0058 |
1.0058 |
1.0030 |
|
R1 |
1.0041 |
1.0041 |
1.0027 |
1.0050 |
PP |
1.0028 |
1.0028 |
1.0028 |
1.0032 |
S1 |
1.0011 |
1.0011 |
1.0021 |
1.0020 |
S2 |
0.9998 |
0.9998 |
1.0019 |
|
S3 |
0.9968 |
0.9981 |
1.0016 |
|
S4 |
0.9938 |
0.9951 |
1.0008 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0408 |
1.0358 |
1.0109 |
|
R3 |
1.0271 |
1.0221 |
1.0072 |
|
R2 |
1.0134 |
1.0134 |
1.0059 |
|
R1 |
1.0084 |
1.0084 |
1.0047 |
1.0109 |
PP |
0.9997 |
0.9997 |
0.9997 |
1.0010 |
S1 |
0.9947 |
0.9947 |
1.0021 |
0.9972 |
S2 |
0.9860 |
0.9860 |
1.0009 |
|
S3 |
0.9723 |
0.9810 |
0.9996 |
|
S4 |
0.9586 |
0.9673 |
0.9959 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0173 |
2.618 |
1.0124 |
1.618 |
1.0094 |
1.000 |
1.0075 |
0.618 |
1.0064 |
HIGH |
1.0045 |
0.618 |
1.0034 |
0.500 |
1.0030 |
0.382 |
1.0026 |
LOW |
1.0015 |
0.618 |
0.9996 |
1.000 |
0.9985 |
1.618 |
0.9966 |
2.618 |
0.9936 |
4.250 |
0.9888 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0030 |
1.0023 |
PP |
1.0028 |
1.0022 |
S1 |
1.0026 |
1.0021 |
|