CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
0.9983 |
1.0032 |
0.0049 |
0.5% |
0.9975 |
High |
1.0064 |
1.0035 |
-0.0029 |
-0.3% |
1.0002 |
Low |
0.9983 |
1.0025 |
0.0042 |
0.4% |
0.9896 |
Close |
1.0045 |
1.0035 |
-0.0010 |
-0.1% |
0.9962 |
Range |
0.0081 |
0.0010 |
-0.0071 |
-87.7% |
0.0106 |
ATR |
0.0055 |
0.0053 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
135 |
64 |
-71 |
-52.6% |
655 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0062 |
1.0058 |
1.0041 |
|
R3 |
1.0052 |
1.0048 |
1.0038 |
|
R2 |
1.0042 |
1.0042 |
1.0037 |
|
R1 |
1.0038 |
1.0038 |
1.0036 |
1.0040 |
PP |
1.0032 |
1.0032 |
1.0032 |
1.0033 |
S1 |
1.0028 |
1.0028 |
1.0034 |
1.0030 |
S2 |
1.0022 |
1.0022 |
1.0033 |
|
S3 |
1.0012 |
1.0018 |
1.0032 |
|
S4 |
1.0002 |
1.0008 |
1.0030 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0271 |
1.0223 |
1.0020 |
|
R3 |
1.0165 |
1.0117 |
0.9991 |
|
R2 |
1.0059 |
1.0059 |
0.9981 |
|
R1 |
1.0011 |
1.0011 |
0.9972 |
0.9982 |
PP |
0.9953 |
0.9953 |
0.9953 |
0.9939 |
S1 |
0.9905 |
0.9905 |
0.9952 |
0.9876 |
S2 |
0.9847 |
0.9847 |
0.9943 |
|
S3 |
0.9741 |
0.9799 |
0.9933 |
|
S4 |
0.9635 |
0.9693 |
0.9904 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0078 |
2.618 |
1.0061 |
1.618 |
1.0051 |
1.000 |
1.0045 |
0.618 |
1.0041 |
HIGH |
1.0035 |
0.618 |
1.0031 |
0.500 |
1.0030 |
0.382 |
1.0029 |
LOW |
1.0025 |
0.618 |
1.0019 |
1.000 |
1.0015 |
1.618 |
1.0009 |
2.618 |
0.9999 |
4.250 |
0.9983 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0033 |
1.0021 |
PP |
1.0032 |
1.0006 |
S1 |
1.0030 |
0.9992 |
|