CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9667 |
0.9687 |
0.0020 |
0.2% |
0.9556 |
High |
0.9667 |
0.9695 |
0.0028 |
0.3% |
0.9719 |
Low |
0.9650 |
0.9687 |
0.0037 |
0.4% |
0.9556 |
Close |
0.9655 |
0.9695 |
0.0040 |
0.4% |
0.9668 |
Range |
0.0017 |
0.0008 |
-0.0009 |
-52.9% |
0.0163 |
ATR |
0.0045 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
Volume |
29 |
189 |
160 |
551.7% |
747 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9716 |
0.9714 |
0.9699 |
|
R3 |
0.9708 |
0.9706 |
0.9697 |
|
R2 |
0.9700 |
0.9700 |
0.9696 |
|
R1 |
0.9698 |
0.9698 |
0.9696 |
0.9699 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9693 |
S1 |
0.9690 |
0.9690 |
0.9694 |
0.9691 |
S2 |
0.9684 |
0.9684 |
0.9694 |
|
S3 |
0.9676 |
0.9682 |
0.9693 |
|
S4 |
0.9668 |
0.9674 |
0.9691 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0137 |
1.0065 |
0.9758 |
|
R3 |
0.9974 |
0.9902 |
0.9713 |
|
R2 |
0.9811 |
0.9811 |
0.9698 |
|
R1 |
0.9739 |
0.9739 |
0.9683 |
0.9775 |
PP |
0.9648 |
0.9648 |
0.9648 |
0.9666 |
S1 |
0.9576 |
0.9576 |
0.9653 |
0.9612 |
S2 |
0.9485 |
0.9485 |
0.9638 |
|
S3 |
0.9322 |
0.9413 |
0.9623 |
|
S4 |
0.9159 |
0.9250 |
0.9578 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9729 |
2.618 |
0.9716 |
1.618 |
0.9708 |
1.000 |
0.9703 |
0.618 |
0.9700 |
HIGH |
0.9695 |
0.618 |
0.9692 |
0.500 |
0.9691 |
0.382 |
0.9690 |
LOW |
0.9687 |
0.618 |
0.9682 |
1.000 |
0.9679 |
1.618 |
0.9674 |
2.618 |
0.9666 |
4.250 |
0.9653 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9694 |
0.9681 |
PP |
0.9692 |
0.9667 |
S1 |
0.9691 |
0.9653 |
|