CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
0.9990 |
0.9938 |
-0.0052 |
-0.5% |
1.0008 |
High |
0.9990 |
0.9938 |
-0.0052 |
-0.5% |
1.0050 |
Low |
0.9956 |
0.9938 |
-0.0018 |
-0.2% |
0.9956 |
Close |
0.9956 |
0.9938 |
-0.0018 |
-0.2% |
0.9956 |
Range |
0.0034 |
0.0000 |
-0.0034 |
-100.0% |
0.0094 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
1 |
6 |
5 |
500.0% |
262 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9938 |
0.9938 |
0.9938 |
|
R3 |
0.9938 |
0.9938 |
0.9938 |
|
R2 |
0.9938 |
0.9938 |
0.9938 |
|
R1 |
0.9938 |
0.9938 |
0.9938 |
0.9938 |
PP |
0.9938 |
0.9938 |
0.9938 |
0.9938 |
S1 |
0.9938 |
0.9938 |
0.9938 |
0.9938 |
S2 |
0.9938 |
0.9938 |
0.9938 |
|
S3 |
0.9938 |
0.9938 |
0.9938 |
|
S4 |
0.9938 |
0.9938 |
0.9938 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0269 |
1.0207 |
1.0008 |
|
R3 |
1.0175 |
1.0113 |
0.9982 |
|
R2 |
1.0081 |
1.0081 |
0.9973 |
|
R1 |
1.0019 |
1.0019 |
0.9965 |
1.0003 |
PP |
0.9987 |
0.9987 |
0.9987 |
0.9980 |
S1 |
0.9925 |
0.9925 |
0.9947 |
0.9909 |
S2 |
0.9893 |
0.9893 |
0.9939 |
|
S3 |
0.9799 |
0.9831 |
0.9930 |
|
S4 |
0.9705 |
0.9737 |
0.9904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0050 |
0.9938 |
0.0112 |
1.1% |
0.0028 |
0.3% |
0% |
False |
True |
35 |
10 |
1.0169 |
0.9938 |
0.0231 |
2.3% |
0.0036 |
0.4% |
0% |
False |
True |
33 |
20 |
1.0200 |
0.9938 |
0.0262 |
2.6% |
0.0027 |
0.3% |
0% |
False |
True |
28 |
40 |
1.0254 |
0.9938 |
0.0316 |
3.2% |
0.0024 |
0.2% |
0% |
False |
True |
27 |
60 |
1.0254 |
0.9931 |
0.0323 |
3.3% |
0.0019 |
0.2% |
2% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9938 |
2.618 |
0.9938 |
1.618 |
0.9938 |
1.000 |
0.9938 |
0.618 |
0.9938 |
HIGH |
0.9938 |
0.618 |
0.9938 |
0.500 |
0.9938 |
0.382 |
0.9938 |
LOW |
0.9938 |
0.618 |
0.9938 |
1.000 |
0.9938 |
1.618 |
0.9938 |
2.618 |
0.9938 |
4.250 |
0.9938 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9938 |
0.9972 |
PP |
0.9938 |
0.9960 |
S1 |
0.9938 |
0.9949 |
|