CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9982 |
0.9987 |
0.0005 |
0.1% |
0.9958 |
| High |
1.0016 |
0.9996 |
-0.0020 |
-0.2% |
1.0016 |
| Low |
0.9982 |
0.9987 |
0.0005 |
0.1% |
0.9951 |
| Close |
1.0016 |
0.9996 |
-0.0020 |
-0.2% |
1.0016 |
| Range |
0.0034 |
0.0009 |
-0.0025 |
-73.5% |
0.0065 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
24 |
5 |
-19 |
-79.2% |
129 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0020 |
1.0017 |
1.0001 |
|
| R3 |
1.0011 |
1.0008 |
0.9998 |
|
| R2 |
1.0002 |
1.0002 |
0.9998 |
|
| R1 |
0.9999 |
0.9999 |
0.9997 |
1.0001 |
| PP |
0.9993 |
0.9993 |
0.9993 |
0.9994 |
| S1 |
0.9990 |
0.9990 |
0.9995 |
0.9992 |
| S2 |
0.9984 |
0.9984 |
0.9994 |
|
| S3 |
0.9975 |
0.9981 |
0.9994 |
|
| S4 |
0.9966 |
0.9972 |
0.9991 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0168 |
1.0052 |
|
| R3 |
1.0124 |
1.0103 |
1.0034 |
|
| R2 |
1.0059 |
1.0059 |
1.0028 |
|
| R1 |
1.0038 |
1.0038 |
1.0022 |
1.0049 |
| PP |
0.9994 |
0.9994 |
0.9994 |
1.0000 |
| S1 |
0.9973 |
0.9973 |
1.0010 |
0.9984 |
| S2 |
0.9929 |
0.9929 |
1.0004 |
|
| S3 |
0.9864 |
0.9908 |
0.9998 |
|
| S4 |
0.9799 |
0.9843 |
0.9980 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
1.0020 |
|
1.618 |
1.0011 |
|
1.000 |
1.0005 |
|
0.618 |
1.0002 |
|
HIGH |
0.9996 |
|
0.618 |
0.9993 |
|
0.500 |
0.9992 |
|
0.382 |
0.9990 |
|
LOW |
0.9987 |
|
0.618 |
0.9981 |
|
1.000 |
0.9978 |
|
1.618 |
0.9972 |
|
2.618 |
0.9963 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9995 |
| PP |
0.9993 |
0.9993 |
| S1 |
0.9992 |
0.9992 |
|