CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0032 |
1.0035 |
0.0003 |
0.0% |
0.9975 |
High |
1.0035 |
1.0055 |
0.0020 |
0.2% |
1.0002 |
Low |
1.0025 |
0.9983 |
-0.0042 |
-0.4% |
0.9896 |
Close |
1.0035 |
0.9983 |
-0.0052 |
-0.5% |
0.9962 |
Range |
0.0010 |
0.0072 |
0.0062 |
620.0% |
0.0106 |
ATR |
0.0053 |
0.0054 |
0.0001 |
2.6% |
0.0000 |
Volume |
64 |
7 |
-57 |
-89.1% |
655 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0223 |
1.0175 |
1.0023 |
|
R3 |
1.0151 |
1.0103 |
1.0003 |
|
R2 |
1.0079 |
1.0079 |
0.9996 |
|
R1 |
1.0031 |
1.0031 |
0.9990 |
1.0019 |
PP |
1.0007 |
1.0007 |
1.0007 |
1.0001 |
S1 |
0.9959 |
0.9959 |
0.9976 |
0.9947 |
S2 |
0.9935 |
0.9935 |
0.9970 |
|
S3 |
0.9863 |
0.9887 |
0.9963 |
|
S4 |
0.9791 |
0.9815 |
0.9943 |
|
|
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 |
1.0361 |
2.618 |
1.0243 |
1.618 |
1.0171 |
1.000 |
1.0127 |
0.618 |
1.0099 |
HIGH |
1.0055 |
0.618 |
1.0027 |
0.500 |
1.0019 |
0.382 |
1.0011 |
LOW |
0.9983 |
0.618 |
0.9939 |
1.000 |
0.9911 |
1.618 |
0.9867 |
2.618 |
0.9795 |
4.250 |
0.9677 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0019 |
1.0024 |
PP |
1.0007 |
1.0010 |
S1 |
0.9995 |
0.9997 |
|