CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
0.9992 |
1.0020 |
0.0028 |
0.3% |
1.0078 |
High |
1.0030 |
1.0020 |
-0.0010 |
-0.1% |
1.0078 |
Low |
0.9992 |
0.9998 |
0.0006 |
0.1% |
0.9914 |
Close |
1.0016 |
0.9998 |
-0.0018 |
-0.2% |
0.9955 |
Range |
0.0038 |
0.0022 |
-0.0016 |
-42.1% |
0.0164 |
ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
254 |
57 |
-197 |
-77.6% |
361 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0071 |
1.0057 |
1.0010 |
|
R3 |
1.0049 |
1.0035 |
1.0004 |
|
R2 |
1.0027 |
1.0027 |
1.0002 |
|
R1 |
1.0013 |
1.0013 |
1.0000 |
1.0009 |
PP |
1.0005 |
1.0005 |
1.0005 |
1.0004 |
S1 |
0.9991 |
0.9991 |
0.9996 |
0.9987 |
S2 |
0.9983 |
0.9983 |
0.9994 |
|
S3 |
0.9961 |
0.9969 |
0.9992 |
|
S4 |
0.9939 |
0.9947 |
0.9986 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0474 |
1.0379 |
1.0045 |
|
R3 |
1.0310 |
1.0215 |
1.0000 |
|
R2 |
1.0146 |
1.0146 |
0.9985 |
|
R1 |
1.0051 |
1.0051 |
0.9970 |
1.0017 |
PP |
0.9982 |
0.9982 |
0.9982 |
0.9965 |
S1 |
0.9887 |
0.9887 |
0.9940 |
0.9853 |
S2 |
0.9818 |
0.9818 |
0.9925 |
|
S3 |
0.9654 |
0.9723 |
0.9910 |
|
S4 |
0.9490 |
0.9559 |
0.9865 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0114 |
2.618 |
1.0078 |
1.618 |
1.0056 |
1.000 |
1.0042 |
0.618 |
1.0034 |
HIGH |
1.0020 |
0.618 |
1.0012 |
0.500 |
1.0009 |
0.382 |
1.0006 |
LOW |
0.9998 |
0.618 |
0.9984 |
1.000 |
0.9976 |
1.618 |
0.9962 |
2.618 |
0.9940 |
4.250 |
0.9905 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0009 |
0.9989 |
PP |
1.0005 |
0.9981 |
S1 |
1.0002 |
0.9972 |
|