CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0009 |
1.0040 |
0.0031 |
0.3% |
0.9994 |
High |
1.0029 |
1.0040 |
0.0011 |
0.1% |
1.0045 |
Low |
0.9983 |
1.0005 |
0.0022 |
0.2% |
0.9994 |
Close |
1.0022 |
1.0012 |
-0.0010 |
-0.1% |
1.0024 |
Range |
0.0046 |
0.0035 |
-0.0011 |
-23.9% |
0.0051 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
14 |
91 |
77 |
550.0% |
1,566 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0124 |
1.0103 |
1.0031 |
|
R3 |
1.0089 |
1.0068 |
1.0022 |
|
R2 |
1.0054 |
1.0054 |
1.0018 |
|
R1 |
1.0033 |
1.0033 |
1.0015 |
1.0026 |
PP |
1.0019 |
1.0019 |
1.0019 |
1.0016 |
S1 |
0.9998 |
0.9998 |
1.0009 |
0.9991 |
S2 |
0.9984 |
0.9984 |
1.0006 |
|
S3 |
0.9949 |
0.9963 |
1.0002 |
|
S4 |
0.9914 |
0.9928 |
0.9993 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0174 |
1.0150 |
1.0052 |
|
R3 |
1.0123 |
1.0099 |
1.0038 |
|
R2 |
1.0072 |
1.0072 |
1.0033 |
|
R1 |
1.0048 |
1.0048 |
1.0029 |
1.0060 |
PP |
1.0021 |
1.0021 |
1.0021 |
1.0027 |
S1 |
0.9997 |
0.9997 |
1.0019 |
1.0009 |
S2 |
0.9970 |
0.9970 |
1.0015 |
|
S3 |
0.9919 |
0.9946 |
1.0010 |
|
S4 |
0.9868 |
0.9895 |
0.9996 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0189 |
2.618 |
1.0132 |
1.618 |
1.0097 |
1.000 |
1.0075 |
0.618 |
1.0062 |
HIGH |
1.0040 |
0.618 |
1.0027 |
0.500 |
1.0023 |
0.382 |
1.0018 |
LOW |
1.0005 |
0.618 |
0.9983 |
1.000 |
0.9970 |
1.618 |
0.9948 |
2.618 |
0.9913 |
4.250 |
0.9856 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0023 |
1.0031 |
PP |
1.0019 |
1.0024 |
S1 |
1.0016 |
1.0018 |
|