CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0003 |
1.0089 |
0.0086 |
0.9% |
1.0029 |
High |
1.0035 |
1.0102 |
0.0067 |
0.7% |
1.0030 |
Low |
0.9979 |
1.0081 |
0.0102 |
1.0% |
0.9976 |
Close |
0.9993 |
1.0081 |
0.0088 |
0.9% |
0.9976 |
Range |
0.0056 |
0.0021 |
-0.0035 |
-62.5% |
0.0054 |
ATR |
0.0027 |
0.0033 |
0.0006 |
21.4% |
0.0000 |
Volume |
2 |
15 |
13 |
650.0% |
25 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0151 |
1.0137 |
1.0093 |
|
R3 |
1.0130 |
1.0116 |
1.0087 |
|
R2 |
1.0109 |
1.0109 |
1.0085 |
|
R1 |
1.0095 |
1.0095 |
1.0083 |
1.0092 |
PP |
1.0088 |
1.0088 |
1.0088 |
1.0086 |
S1 |
1.0074 |
1.0074 |
1.0079 |
1.0071 |
S2 |
1.0067 |
1.0067 |
1.0077 |
|
S3 |
1.0046 |
1.0053 |
1.0075 |
|
S4 |
1.0025 |
1.0032 |
1.0069 |
|
|
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 |
1.0191 |
2.618 |
1.0157 |
1.618 |
1.0136 |
1.000 |
1.0123 |
0.618 |
1.0115 |
HIGH |
1.0102 |
0.618 |
1.0094 |
0.500 |
1.0092 |
0.382 |
1.0089 |
LOW |
1.0081 |
0.618 |
1.0068 |
1.000 |
1.0060 |
1.618 |
1.0047 |
2.618 |
1.0026 |
4.250 |
0.9992 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0092 |
1.0067 |
PP |
1.0088 |
1.0053 |
S1 |
1.0085 |
1.0039 |
|