CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
0.9979 |
0.9922 |
-0.0057 |
-0.6% |
1.0078 |
High |
0.9980 |
0.9972 |
-0.0008 |
-0.1% |
1.0078 |
Low |
0.9947 |
0.9922 |
-0.0025 |
-0.3% |
0.9914 |
Close |
0.9949 |
0.9956 |
0.0007 |
0.1% |
0.9955 |
Range |
0.0033 |
0.0050 |
0.0017 |
51.5% |
0.0164 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.2% |
0.0000 |
Volume |
56 |
87 |
31 |
55.4% |
361 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0100 |
1.0078 |
0.9984 |
|
R3 |
1.0050 |
1.0028 |
0.9970 |
|
R2 |
1.0000 |
1.0000 |
0.9965 |
|
R1 |
0.9978 |
0.9978 |
0.9961 |
0.9989 |
PP |
0.9950 |
0.9950 |
0.9950 |
0.9956 |
S1 |
0.9928 |
0.9928 |
0.9951 |
0.9939 |
S2 |
0.9900 |
0.9900 |
0.9947 |
|
S3 |
0.9850 |
0.9878 |
0.9942 |
|
S4 |
0.9800 |
0.9828 |
0.9929 |
|
|
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 |
1.0185 |
2.618 |
1.0103 |
1.618 |
1.0053 |
1.000 |
1.0022 |
0.618 |
1.0003 |
HIGH |
0.9972 |
0.618 |
0.9953 |
0.500 |
0.9947 |
0.382 |
0.9941 |
LOW |
0.9922 |
0.618 |
0.9891 |
1.000 |
0.9872 |
1.618 |
0.9841 |
2.618 |
0.9791 |
4.250 |
0.9710 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9953 |
0.9971 |
PP |
0.9950 |
0.9966 |
S1 |
0.9947 |
0.9961 |
|