CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
0.9943 |
0.9920 |
-0.0023 |
-0.2% |
0.9961 |
High |
0.9943 |
0.9932 |
-0.0011 |
-0.1% |
1.0028 |
Low |
0.9933 |
0.9900 |
-0.0033 |
-0.3% |
0.9900 |
Close |
0.9933 |
0.9928 |
-0.0005 |
-0.1% |
0.9928 |
Range |
0.0010 |
0.0032 |
0.0022 |
220.0% |
0.0128 |
ATR |
|
|
|
|
|
Volume |
49 |
9 |
-40 |
-81.6% |
101 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0016 |
1.0004 |
0.9946 |
|
R3 |
0.9984 |
0.9972 |
0.9937 |
|
R2 |
0.9952 |
0.9952 |
0.9934 |
|
R1 |
0.9940 |
0.9940 |
0.9931 |
0.9946 |
PP |
0.9920 |
0.9920 |
0.9920 |
0.9923 |
S1 |
0.9908 |
0.9908 |
0.9925 |
0.9914 |
S2 |
0.9888 |
0.9888 |
0.9922 |
|
S3 |
0.9856 |
0.9876 |
0.9919 |
|
S4 |
0.9824 |
0.9844 |
0.9910 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0336 |
1.0260 |
0.9998 |
|
R3 |
1.0208 |
1.0132 |
0.9963 |
|
R2 |
1.0080 |
1.0080 |
0.9951 |
|
R1 |
1.0004 |
1.0004 |
0.9940 |
0.9978 |
PP |
0.9952 |
0.9952 |
0.9952 |
0.9939 |
S1 |
0.9876 |
0.9876 |
0.9916 |
0.9850 |
S2 |
0.9824 |
0.9824 |
0.9905 |
|
S3 |
0.9696 |
0.9748 |
0.9893 |
|
S4 |
0.9568 |
0.9620 |
0.9858 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0068 |
2.618 |
1.0016 |
1.618 |
0.9984 |
1.000 |
0.9964 |
0.618 |
0.9952 |
HIGH |
0.9932 |
0.618 |
0.9920 |
0.500 |
0.9916 |
0.382 |
0.9912 |
LOW |
0.9900 |
0.618 |
0.9880 |
1.000 |
0.9868 |
1.618 |
0.9848 |
2.618 |
0.9816 |
4.250 |
0.9764 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9924 |
0.9964 |
PP |
0.9920 |
0.9952 |
S1 |
0.9916 |
0.9940 |
|