CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0012 |
1.0010 |
-0.0002 |
0.0% |
0.9958 |
High |
1.0023 |
1.0010 |
-0.0013 |
-0.1% |
1.0016 |
Low |
0.9988 |
1.0008 |
0.0020 |
0.2% |
0.9951 |
Close |
0.9991 |
1.0008 |
0.0017 |
0.2% |
1.0016 |
Range |
0.0035 |
0.0002 |
-0.0033 |
-94.3% |
0.0065 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
1 |
77 |
76 |
7,600.0% |
129 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0015 |
1.0013 |
1.0009 |
|
R3 |
1.0013 |
1.0011 |
1.0009 |
|
R2 |
1.0011 |
1.0011 |
1.0008 |
|
R1 |
1.0009 |
1.0009 |
1.0008 |
1.0009 |
PP |
1.0009 |
1.0009 |
1.0009 |
1.0009 |
S1 |
1.0007 |
1.0007 |
1.0008 |
1.0007 |
S2 |
1.0007 |
1.0007 |
1.0008 |
|
S3 |
1.0005 |
1.0005 |
1.0007 |
|
S4 |
1.0003 |
1.0003 |
1.0007 |
|
|
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 |
1.0019 |
2.618 |
1.0015 |
1.618 |
1.0013 |
1.000 |
1.0012 |
0.618 |
1.0011 |
HIGH |
1.0010 |
0.618 |
1.0009 |
0.500 |
1.0009 |
0.382 |
1.0009 |
LOW |
1.0008 |
0.618 |
1.0007 |
1.000 |
1.0006 |
1.618 |
1.0005 |
2.618 |
1.0003 |
4.250 |
1.0000 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0009 |
1.0007 |
PP |
1.0009 |
1.0006 |
S1 |
1.0008 |
1.0005 |
|