CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9707 |
0.9695 |
-0.0012 |
-0.1% |
0.9699 |
High |
0.9714 |
0.9695 |
-0.0019 |
-0.2% |
0.9775 |
Low |
0.9695 |
0.9610 |
-0.0085 |
-0.9% |
0.9670 |
Close |
0.9695 |
0.9610 |
-0.0085 |
-0.9% |
0.9705 |
Range |
0.0019 |
0.0085 |
0.0066 |
347.4% |
0.0105 |
ATR |
0.0042 |
0.0045 |
0.0003 |
7.5% |
0.0000 |
Volume |
13 |
53 |
40 |
307.7% |
183 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9893 |
0.9837 |
0.9657 |
|
R3 |
0.9808 |
0.9752 |
0.9633 |
|
R2 |
0.9723 |
0.9723 |
0.9626 |
|
R1 |
0.9667 |
0.9667 |
0.9618 |
0.9653 |
PP |
0.9638 |
0.9638 |
0.9638 |
0.9631 |
S1 |
0.9582 |
0.9582 |
0.9602 |
0.9568 |
S2 |
0.9553 |
0.9553 |
0.9594 |
|
S3 |
0.9468 |
0.9497 |
0.9587 |
|
S4 |
0.9383 |
0.9412 |
0.9563 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0032 |
0.9973 |
0.9763 |
|
R3 |
0.9927 |
0.9868 |
0.9734 |
|
R2 |
0.9822 |
0.9822 |
0.9724 |
|
R1 |
0.9763 |
0.9763 |
0.9715 |
0.9793 |
PP |
0.9717 |
0.9717 |
0.9717 |
0.9731 |
S1 |
0.9658 |
0.9658 |
0.9695 |
0.9688 |
S2 |
0.9612 |
0.9612 |
0.9686 |
|
S3 |
0.9507 |
0.9553 |
0.9676 |
|
S4 |
0.9402 |
0.9448 |
0.9647 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0056 |
2.618 |
0.9918 |
1.618 |
0.9833 |
1.000 |
0.9780 |
0.618 |
0.9748 |
HIGH |
0.9695 |
0.618 |
0.9663 |
0.500 |
0.9653 |
0.382 |
0.9642 |
LOW |
0.9610 |
0.618 |
0.9557 |
1.000 |
0.9525 |
1.618 |
0.9472 |
2.618 |
0.9387 |
4.250 |
0.9249 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9653 |
0.9662 |
PP |
0.9638 |
0.9645 |
S1 |
0.9624 |
0.9627 |
|