CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0007 |
0.9988 |
-0.0019 |
-0.2% |
1.0104 |
High |
1.0007 |
0.9992 |
-0.0015 |
-0.1% |
1.0104 |
Low |
0.9995 |
0.9988 |
-0.0007 |
-0.1% |
0.9994 |
Close |
0.9995 |
0.9989 |
-0.0006 |
-0.1% |
0.9994 |
Range |
0.0012 |
0.0004 |
-0.0008 |
-66.7% |
0.0110 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-5.3% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
54 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0002 |
0.9999 |
0.9991 |
|
R3 |
0.9998 |
0.9995 |
0.9990 |
|
R2 |
0.9994 |
0.9994 |
0.9990 |
|
R1 |
0.9991 |
0.9991 |
0.9989 |
0.9993 |
PP |
0.9990 |
0.9990 |
0.9990 |
0.9990 |
S1 |
0.9987 |
0.9987 |
0.9989 |
0.9989 |
S2 |
0.9986 |
0.9986 |
0.9988 |
|
S3 |
0.9982 |
0.9983 |
0.9988 |
|
S4 |
0.9978 |
0.9979 |
0.9987 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0361 |
1.0287 |
1.0055 |
|
R3 |
1.0251 |
1.0177 |
1.0024 |
|
R2 |
1.0141 |
1.0141 |
1.0014 |
|
R1 |
1.0067 |
1.0067 |
1.0004 |
1.0049 |
PP |
1.0031 |
1.0031 |
1.0031 |
1.0022 |
S1 |
0.9957 |
0.9957 |
0.9984 |
0.9939 |
S2 |
0.9921 |
0.9921 |
0.9974 |
|
S3 |
0.9811 |
0.9847 |
0.9964 |
|
S4 |
0.9701 |
0.9737 |
0.9934 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0009 |
2.618 |
1.0002 |
1.618 |
0.9998 |
1.000 |
0.9996 |
0.618 |
0.9994 |
HIGH |
0.9992 |
0.618 |
0.9990 |
0.500 |
0.9990 |
0.382 |
0.9990 |
LOW |
0.9988 |
0.618 |
0.9986 |
1.000 |
0.9984 |
1.618 |
0.9982 |
2.618 |
0.9978 |
4.250 |
0.9971 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9990 |
1.0009 |
PP |
0.9990 |
1.0002 |
S1 |
0.9989 |
0.9996 |
|