CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
0.9922 |
0.9977 |
0.0055 |
0.6% |
0.9992 |
High |
0.9972 |
0.9980 |
0.0008 |
0.1% |
1.0030 |
Low |
0.9922 |
0.9951 |
0.0029 |
0.3% |
0.9922 |
Close |
0.9956 |
0.9969 |
0.0013 |
0.1% |
0.9969 |
Range |
0.0050 |
0.0029 |
-0.0021 |
-42.0% |
0.0108 |
ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
87 |
62 |
-25 |
-28.7% |
516 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0054 |
1.0040 |
0.9985 |
|
R3 |
1.0025 |
1.0011 |
0.9977 |
|
R2 |
0.9996 |
0.9996 |
0.9974 |
|
R1 |
0.9982 |
0.9982 |
0.9972 |
0.9975 |
PP |
0.9967 |
0.9967 |
0.9967 |
0.9963 |
S1 |
0.9953 |
0.9953 |
0.9966 |
0.9946 |
S2 |
0.9938 |
0.9938 |
0.9964 |
|
S3 |
0.9909 |
0.9924 |
0.9961 |
|
S4 |
0.9880 |
0.9895 |
0.9953 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0298 |
1.0241 |
1.0028 |
|
R3 |
1.0190 |
1.0133 |
0.9999 |
|
R2 |
1.0082 |
1.0082 |
0.9989 |
|
R1 |
1.0025 |
1.0025 |
0.9979 |
1.0000 |
PP |
0.9974 |
0.9974 |
0.9974 |
0.9961 |
S1 |
0.9917 |
0.9917 |
0.9959 |
0.9892 |
S2 |
0.9866 |
0.9866 |
0.9949 |
|
S3 |
0.9758 |
0.9809 |
0.9939 |
|
S4 |
0.9650 |
0.9701 |
0.9910 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0103 |
2.618 |
1.0056 |
1.618 |
1.0027 |
1.000 |
1.0009 |
0.618 |
0.9998 |
HIGH |
0.9980 |
0.618 |
0.9969 |
0.500 |
0.9966 |
0.382 |
0.9962 |
LOW |
0.9951 |
0.618 |
0.9933 |
1.000 |
0.9922 |
1.618 |
0.9904 |
2.618 |
0.9875 |
4.250 |
0.9828 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9968 |
0.9963 |
PP |
0.9967 |
0.9957 |
S1 |
0.9966 |
0.9951 |
|