CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9958 |
0.0035 |
0.4% |
0.9935 |
| High |
0.9928 |
0.9975 |
0.0047 |
0.5% |
0.9935 |
| Low |
0.9899 |
0.9958 |
0.0059 |
0.6% |
0.9899 |
| Close |
0.9916 |
0.9969 |
0.0053 |
0.5% |
0.9916 |
| Range |
0.0029 |
0.0017 |
-0.0012 |
-41.4% |
0.0036 |
| ATR |
0.0027 |
0.0029 |
0.0002 |
8.4% |
0.0000 |
| Volume |
5 |
6 |
1 |
20.0% |
149 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
1.0011 |
0.9978 |
|
| R3 |
1.0001 |
0.9994 |
0.9974 |
|
| R2 |
0.9984 |
0.9984 |
0.9972 |
|
| R1 |
0.9977 |
0.9977 |
0.9971 |
0.9981 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9969 |
| S1 |
0.9960 |
0.9960 |
0.9967 |
0.9964 |
| S2 |
0.9950 |
0.9950 |
0.9966 |
|
| S3 |
0.9933 |
0.9943 |
0.9964 |
|
| S4 |
0.9916 |
0.9926 |
0.9960 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
1.0006 |
0.9936 |
|
| R3 |
0.9989 |
0.9970 |
0.9926 |
|
| R2 |
0.9953 |
0.9953 |
0.9923 |
|
| R1 |
0.9934 |
0.9934 |
0.9919 |
0.9926 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9912 |
| S1 |
0.9898 |
0.9898 |
0.9913 |
0.9890 |
| S2 |
0.9881 |
0.9881 |
0.9909 |
|
| S3 |
0.9845 |
0.9862 |
0.9906 |
|
| S4 |
0.9809 |
0.9826 |
0.9896 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0047 |
|
2.618 |
1.0020 |
|
1.618 |
1.0003 |
|
1.000 |
0.9992 |
|
0.618 |
0.9986 |
|
HIGH |
0.9975 |
|
0.618 |
0.9969 |
|
0.500 |
0.9967 |
|
0.382 |
0.9964 |
|
LOW |
0.9958 |
|
0.618 |
0.9947 |
|
1.000 |
0.9941 |
|
1.618 |
0.9930 |
|
2.618 |
0.9913 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9958 |
| PP |
0.9967 |
0.9948 |
| S1 |
0.9967 |
0.9937 |
|