CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0006 |
1.0060 |
0.0054 |
0.5% |
0.9962 |
High |
1.0029 |
1.0060 |
0.0031 |
0.3% |
1.0064 |
Low |
1.0006 |
1.0050 |
0.0044 |
0.4% |
0.9920 |
Close |
1.0021 |
1.0053 |
0.0032 |
0.3% |
1.0010 |
Range |
0.0023 |
0.0010 |
-0.0013 |
-56.5% |
0.0144 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
26 |
5 |
-21 |
-80.8% |
241 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0084 |
1.0079 |
1.0059 |
|
R3 |
1.0074 |
1.0069 |
1.0056 |
|
R2 |
1.0064 |
1.0064 |
1.0055 |
|
R1 |
1.0059 |
1.0059 |
1.0054 |
1.0057 |
PP |
1.0054 |
1.0054 |
1.0054 |
1.0053 |
S1 |
1.0049 |
1.0049 |
1.0052 |
1.0047 |
S2 |
1.0044 |
1.0044 |
1.0051 |
|
S3 |
1.0034 |
1.0039 |
1.0050 |
|
S4 |
1.0024 |
1.0029 |
1.0048 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0430 |
1.0364 |
1.0089 |
|
R3 |
1.0286 |
1.0220 |
1.0050 |
|
R2 |
1.0142 |
1.0142 |
1.0036 |
|
R1 |
1.0076 |
1.0076 |
1.0023 |
1.0109 |
PP |
0.9998 |
0.9998 |
0.9998 |
1.0015 |
S1 |
0.9932 |
0.9932 |
0.9997 |
0.9965 |
S2 |
0.9854 |
0.9854 |
0.9984 |
|
S3 |
0.9710 |
0.9788 |
0.9970 |
|
S4 |
0.9566 |
0.9644 |
0.9931 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0103 |
2.618 |
1.0086 |
1.618 |
1.0076 |
1.000 |
1.0070 |
0.618 |
1.0066 |
HIGH |
1.0060 |
0.618 |
1.0056 |
0.500 |
1.0055 |
0.382 |
1.0054 |
LOW |
1.0050 |
0.618 |
1.0044 |
1.000 |
1.0040 |
1.618 |
1.0034 |
2.618 |
1.0024 |
4.250 |
1.0008 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0055 |
1.0046 |
PP |
1.0054 |
1.0040 |
S1 |
1.0054 |
1.0033 |
|