CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9908 |
0.9928 |
0.0020 |
0.2% |
0.9765 |
High |
0.9908 |
0.9928 |
0.0020 |
0.2% |
0.9908 |
Low |
0.9905 |
0.9928 |
0.0023 |
0.2% |
0.9734 |
Close |
0.9905 |
0.9928 |
0.0023 |
0.2% |
0.9905 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0174 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
65 |
9 |
-56 |
-86.2% |
146 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9928 |
0.9928 |
0.9928 |
|
R3 |
0.9928 |
0.9928 |
0.9928 |
|
R2 |
0.9928 |
0.9928 |
0.9928 |
|
R1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
PP |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
S1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
S2 |
0.9928 |
0.9928 |
0.9928 |
|
S3 |
0.9928 |
0.9928 |
0.9928 |
|
S4 |
0.9928 |
0.9928 |
0.9928 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0371 |
1.0312 |
1.0001 |
|
R3 |
1.0197 |
1.0138 |
0.9953 |
|
R2 |
1.0023 |
1.0023 |
0.9937 |
|
R1 |
0.9964 |
0.9964 |
0.9921 |
0.9994 |
PP |
0.9849 |
0.9849 |
0.9849 |
0.9864 |
S1 |
0.9790 |
0.9790 |
0.9889 |
0.9820 |
S2 |
0.9675 |
0.9675 |
0.9873 |
|
S3 |
0.9501 |
0.9616 |
0.9857 |
|
S4 |
0.9327 |
0.9442 |
0.9809 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9928 |
2.618 |
0.9928 |
1.618 |
0.9928 |
1.000 |
0.9928 |
0.618 |
0.9928 |
HIGH |
0.9928 |
0.618 |
0.9928 |
0.500 |
0.9928 |
0.382 |
0.9928 |
LOW |
0.9928 |
0.618 |
0.9928 |
1.000 |
0.9928 |
1.618 |
0.9928 |
2.618 |
0.9928 |
4.250 |
0.9928 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9928 |
0.9914 |
PP |
0.9928 |
0.9900 |
S1 |
0.9928 |
0.9887 |
|