CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0051 |
0.9975 |
-0.0076 |
-0.8% |
0.9992 |
High |
1.0051 |
0.9989 |
-0.0062 |
-0.6% |
1.0030 |
Low |
1.0018 |
0.9975 |
-0.0043 |
-0.4% |
0.9922 |
Close |
1.0021 |
0.9979 |
-0.0042 |
-0.4% |
0.9969 |
Range |
0.0033 |
0.0014 |
-0.0019 |
-57.6% |
0.0108 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
Volume |
139 |
153 |
14 |
10.1% |
516 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0023 |
1.0015 |
0.9987 |
|
R3 |
1.0009 |
1.0001 |
0.9983 |
|
R2 |
0.9995 |
0.9995 |
0.9982 |
|
R1 |
0.9987 |
0.9987 |
0.9980 |
0.9991 |
PP |
0.9981 |
0.9981 |
0.9981 |
0.9983 |
S1 |
0.9973 |
0.9973 |
0.9978 |
0.9977 |
S2 |
0.9967 |
0.9967 |
0.9976 |
|
S3 |
0.9953 |
0.9959 |
0.9975 |
|
S4 |
0.9939 |
0.9945 |
0.9971 |
|
|
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 |
1.0049 |
2.618 |
1.0026 |
1.618 |
1.0012 |
1.000 |
1.0003 |
0.618 |
0.9998 |
HIGH |
0.9989 |
0.618 |
0.9984 |
0.500 |
0.9982 |
0.382 |
0.9980 |
LOW |
0.9975 |
0.618 |
0.9966 |
1.000 |
0.9961 |
1.618 |
0.9952 |
2.618 |
0.9938 |
4.250 |
0.9916 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9982 |
1.0014 |
PP |
0.9981 |
1.0002 |
S1 |
0.9980 |
0.9991 |
|