CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
0.9976 |
1.0003 |
0.0027 |
0.3% |
1.0029 |
High |
0.9976 |
1.0035 |
0.0059 |
0.6% |
1.0030 |
Low |
0.9976 |
0.9979 |
0.0003 |
0.0% |
0.9976 |
Close |
0.9976 |
0.9993 |
0.0017 |
0.2% |
0.9976 |
Range |
0.0000 |
0.0056 |
0.0056 |
|
0.0054 |
ATR |
0.0025 |
0.0027 |
0.0002 |
9.8% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0170 |
1.0138 |
1.0024 |
|
R3 |
1.0114 |
1.0082 |
1.0008 |
|
R2 |
1.0058 |
1.0058 |
1.0003 |
|
R1 |
1.0026 |
1.0026 |
0.9998 |
1.0014 |
PP |
1.0002 |
1.0002 |
1.0002 |
0.9997 |
S1 |
0.9970 |
0.9970 |
0.9988 |
0.9958 |
S2 |
0.9946 |
0.9946 |
0.9983 |
|
S3 |
0.9890 |
0.9914 |
0.9978 |
|
S4 |
0.9834 |
0.9858 |
0.9962 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0156 |
1.0120 |
1.0006 |
|
R3 |
1.0102 |
1.0066 |
0.9991 |
|
R2 |
1.0048 |
1.0048 |
0.9986 |
|
R1 |
1.0012 |
1.0012 |
0.9981 |
1.0003 |
PP |
0.9994 |
0.9994 |
0.9994 |
0.9990 |
S1 |
0.9958 |
0.9958 |
0.9971 |
0.9949 |
S2 |
0.9940 |
0.9940 |
0.9966 |
|
S3 |
0.9886 |
0.9904 |
0.9961 |
|
S4 |
0.9832 |
0.9850 |
0.9946 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0273 |
2.618 |
1.0182 |
1.618 |
1.0126 |
1.000 |
1.0091 |
0.618 |
1.0070 |
HIGH |
1.0035 |
0.618 |
1.0014 |
0.500 |
1.0007 |
0.382 |
1.0000 |
LOW |
0.9979 |
0.618 |
0.9944 |
1.000 |
0.9923 |
1.618 |
0.9888 |
2.618 |
0.9832 |
4.250 |
0.9741 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0007 |
1.0006 |
PP |
1.0002 |
1.0001 |
S1 |
0.9998 |
0.9997 |
|