CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
0.9987 |
1.0012 |
0.0025 |
0.3% |
0.9958 |
High |
0.9996 |
1.0023 |
0.0027 |
0.3% |
1.0016 |
Low |
0.9987 |
0.9988 |
0.0001 |
0.0% |
0.9951 |
Close |
0.9996 |
0.9991 |
-0.0005 |
-0.1% |
1.0016 |
Range |
0.0009 |
0.0035 |
0.0026 |
288.9% |
0.0065 |
ATR |
0.0029 |
0.0030 |
0.0000 |
1.4% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
129 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0106 |
1.0083 |
1.0010 |
|
R3 |
1.0071 |
1.0048 |
1.0001 |
|
R2 |
1.0036 |
1.0036 |
0.9997 |
|
R1 |
1.0013 |
1.0013 |
0.9994 |
1.0007 |
PP |
1.0001 |
1.0001 |
1.0001 |
0.9998 |
S1 |
0.9978 |
0.9978 |
0.9988 |
0.9972 |
S2 |
0.9966 |
0.9966 |
0.9985 |
|
S3 |
0.9931 |
0.9943 |
0.9981 |
|
S4 |
0.9896 |
0.9908 |
0.9972 |
|
|
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 |
1.0172 |
2.618 |
1.0115 |
1.618 |
1.0080 |
1.000 |
1.0058 |
0.618 |
1.0045 |
HIGH |
1.0023 |
0.618 |
1.0010 |
0.500 |
1.0006 |
0.382 |
1.0001 |
LOW |
0.9988 |
0.618 |
0.9966 |
1.000 |
0.9953 |
1.618 |
0.9931 |
2.618 |
0.9896 |
4.250 |
0.9839 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0006 |
1.0003 |
PP |
1.0001 |
0.9999 |
S1 |
0.9996 |
0.9995 |
|