CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0132 |
1.0179 |
0.0047 |
0.5% |
1.0182 |
High |
1.0171 |
1.0179 |
0.0008 |
0.1% |
1.0197 |
Low |
1.0127 |
1.0167 |
0.0040 |
0.4% |
1.0127 |
Close |
1.0171 |
1.0167 |
-0.0004 |
0.0% |
1.0167 |
Range |
0.0044 |
0.0012 |
-0.0032 |
-72.7% |
0.0070 |
ATR |
0.0037 |
0.0035 |
-0.0002 |
-4.8% |
0.0000 |
Volume |
26 |
7 |
-19 |
-73.1% |
128 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0207 |
1.0199 |
1.0174 |
|
R3 |
1.0195 |
1.0187 |
1.0170 |
|
R2 |
1.0183 |
1.0183 |
1.0169 |
|
R1 |
1.0175 |
1.0175 |
1.0168 |
1.0173 |
PP |
1.0171 |
1.0171 |
1.0171 |
1.0170 |
S1 |
1.0163 |
1.0163 |
1.0166 |
1.0161 |
S2 |
1.0159 |
1.0159 |
1.0165 |
|
S3 |
1.0147 |
1.0151 |
1.0164 |
|
S4 |
1.0135 |
1.0139 |
1.0160 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0374 |
1.0340 |
1.0206 |
|
R3 |
1.0304 |
1.0270 |
1.0186 |
|
R2 |
1.0234 |
1.0234 |
1.0180 |
|
R1 |
1.0200 |
1.0200 |
1.0173 |
1.0182 |
PP |
1.0164 |
1.0164 |
1.0164 |
1.0155 |
S1 |
1.0130 |
1.0130 |
1.0161 |
1.0112 |
S2 |
1.0094 |
1.0094 |
1.0154 |
|
S3 |
1.0024 |
1.0060 |
1.0148 |
|
S4 |
0.9954 |
0.9990 |
1.0129 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0230 |
2.618 |
1.0210 |
1.618 |
1.0198 |
1.000 |
1.0191 |
0.618 |
1.0186 |
HIGH |
1.0179 |
0.618 |
1.0174 |
0.500 |
1.0173 |
0.382 |
1.0172 |
LOW |
1.0167 |
0.618 |
1.0160 |
1.000 |
1.0155 |
1.618 |
1.0148 |
2.618 |
1.0136 |
4.250 |
1.0116 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0173 |
1.0165 |
PP |
1.0171 |
1.0164 |
S1 |
1.0169 |
1.0162 |
|