CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0109 |
1.0124 |
0.0015 |
0.1% |
1.0186 |
High |
1.0169 |
1.0126 |
-0.0043 |
-0.4% |
1.0186 |
Low |
1.0109 |
1.0089 |
-0.0020 |
-0.2% |
1.0129 |
Close |
1.0169 |
1.0089 |
-0.0080 |
-0.8% |
1.0144 |
Range |
0.0060 |
0.0037 |
-0.0023 |
-38.3% |
0.0057 |
ATR |
0.0041 |
0.0044 |
0.0003 |
6.7% |
0.0000 |
Volume |
20 |
13 |
-7 |
-35.0% |
188 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0212 |
1.0188 |
1.0109 |
|
R3 |
1.0175 |
1.0151 |
1.0099 |
|
R2 |
1.0138 |
1.0138 |
1.0096 |
|
R1 |
1.0114 |
1.0114 |
1.0092 |
1.0108 |
PP |
1.0101 |
1.0101 |
1.0101 |
1.0098 |
S1 |
1.0077 |
1.0077 |
1.0086 |
1.0071 |
S2 |
1.0064 |
1.0064 |
1.0082 |
|
S3 |
1.0027 |
1.0040 |
1.0079 |
|
S4 |
0.9990 |
1.0003 |
1.0069 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0324 |
1.0291 |
1.0175 |
|
R3 |
1.0267 |
1.0234 |
1.0160 |
|
R2 |
1.0210 |
1.0210 |
1.0154 |
|
R1 |
1.0177 |
1.0177 |
1.0149 |
1.0165 |
PP |
1.0153 |
1.0153 |
1.0153 |
1.0147 |
S1 |
1.0120 |
1.0120 |
1.0139 |
1.0108 |
S2 |
1.0096 |
1.0096 |
1.0134 |
|
S3 |
1.0039 |
1.0063 |
1.0128 |
|
S4 |
0.9982 |
1.0006 |
1.0113 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0283 |
2.618 |
1.0223 |
1.618 |
1.0186 |
1.000 |
1.0163 |
0.618 |
1.0149 |
HIGH |
1.0126 |
0.618 |
1.0112 |
0.500 |
1.0108 |
0.382 |
1.0103 |
LOW |
1.0089 |
0.618 |
1.0066 |
1.000 |
1.0052 |
1.618 |
1.0029 |
2.618 |
0.9992 |
4.250 |
0.9932 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0108 |
1.0121 |
PP |
1.0101 |
1.0110 |
S1 |
1.0095 |
1.0100 |
|