CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
0.9988 |
0.9972 |
-0.0016 |
-0.2% |
0.9960 |
High |
0.9991 |
0.9972 |
-0.0019 |
-0.2% |
0.9960 |
Low |
0.9985 |
0.9972 |
-0.0013 |
-0.1% |
0.9900 |
Close |
0.9991 |
0.9972 |
-0.0019 |
-0.2% |
0.9937 |
Range |
0.0006 |
0.0000 |
-0.0006 |
-100.0% |
0.0060 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
200 |
17 |
-183 |
-91.5% |
270 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9972 |
0.9972 |
0.9972 |
|
R3 |
0.9972 |
0.9972 |
0.9972 |
|
R2 |
0.9972 |
0.9972 |
0.9972 |
|
R1 |
0.9972 |
0.9972 |
0.9972 |
0.9972 |
PP |
0.9972 |
0.9972 |
0.9972 |
0.9972 |
S1 |
0.9972 |
0.9972 |
0.9972 |
0.9972 |
S2 |
0.9972 |
0.9972 |
0.9972 |
|
S3 |
0.9972 |
0.9972 |
0.9972 |
|
S4 |
0.9972 |
0.9972 |
0.9972 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0112 |
1.0085 |
0.9970 |
|
R3 |
1.0052 |
1.0025 |
0.9954 |
|
R2 |
0.9992 |
0.9992 |
0.9948 |
|
R1 |
0.9965 |
0.9965 |
0.9943 |
0.9949 |
PP |
0.9932 |
0.9932 |
0.9932 |
0.9924 |
S1 |
0.9905 |
0.9905 |
0.9932 |
0.9889 |
S2 |
0.9872 |
0.9872 |
0.9926 |
|
S3 |
0.9812 |
0.9845 |
0.9921 |
|
S4 |
0.9752 |
0.9785 |
0.9904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9991 |
0.9900 |
0.0091 |
0.9% |
0.0012 |
0.1% |
79% |
False |
False |
62 |
10 |
1.0055 |
0.9900 |
0.0155 |
1.6% |
0.0026 |
0.3% |
46% |
False |
False |
74 |
20 |
1.0055 |
0.9900 |
0.0155 |
1.6% |
0.0020 |
0.2% |
46% |
False |
False |
50 |
40 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
24% |
False |
False |
39 |
60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
20% |
False |
False |
36 |
80 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0019 |
0.2% |
31% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9972 |
2.618 |
0.9972 |
1.618 |
0.9972 |
1.000 |
0.9972 |
0.618 |
0.9972 |
HIGH |
0.9972 |
0.618 |
0.9972 |
0.500 |
0.9972 |
0.382 |
0.9972 |
LOW |
0.9972 |
0.618 |
0.9972 |
1.000 |
0.9972 |
1.618 |
0.9972 |
2.618 |
0.9972 |
4.250 |
0.9972 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9972 |
0.9963 |
PP |
0.9972 |
0.9954 |
S1 |
0.9972 |
0.9946 |
|