CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0089 |
1.0075 |
-0.0014 |
-0.1% |
1.0003 |
High |
1.0089 |
1.0075 |
-0.0014 |
-0.1% |
1.0102 |
Low |
1.0065 |
1.0068 |
0.0003 |
0.0% |
0.9979 |
Close |
1.0072 |
1.0068 |
-0.0004 |
0.0% |
1.0071 |
Range |
0.0024 |
0.0007 |
-0.0017 |
-70.8% |
0.0123 |
ATR |
0.0033 |
0.0031 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
4 |
11 |
7 |
175.0% |
36 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0091 |
1.0087 |
1.0072 |
|
R3 |
1.0084 |
1.0080 |
1.0070 |
|
R2 |
1.0077 |
1.0077 |
1.0069 |
|
R1 |
1.0073 |
1.0073 |
1.0069 |
1.0072 |
PP |
1.0070 |
1.0070 |
1.0070 |
1.0070 |
S1 |
1.0066 |
1.0066 |
1.0067 |
1.0065 |
S2 |
1.0063 |
1.0063 |
1.0067 |
|
S3 |
1.0056 |
1.0059 |
1.0066 |
|
S4 |
1.0049 |
1.0052 |
1.0064 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0420 |
1.0368 |
1.0139 |
|
R3 |
1.0297 |
1.0245 |
1.0105 |
|
R2 |
1.0174 |
1.0174 |
1.0094 |
|
R1 |
1.0122 |
1.0122 |
1.0082 |
1.0148 |
PP |
1.0051 |
1.0051 |
1.0051 |
1.0064 |
S1 |
0.9999 |
0.9999 |
1.0060 |
1.0025 |
S2 |
0.9928 |
0.9928 |
1.0048 |
|
S3 |
0.9805 |
0.9876 |
1.0037 |
|
S4 |
0.9682 |
0.9753 |
1.0003 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0105 |
2.618 |
1.0093 |
1.618 |
1.0086 |
1.000 |
1.0082 |
0.618 |
1.0079 |
HIGH |
1.0075 |
0.618 |
1.0072 |
0.500 |
1.0072 |
0.382 |
1.0071 |
LOW |
1.0068 |
0.618 |
1.0064 |
1.000 |
1.0061 |
1.618 |
1.0057 |
2.618 |
1.0050 |
4.250 |
1.0038 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0072 |
1.0077 |
PP |
1.0070 |
1.0074 |
S1 |
1.0069 |
1.0071 |
|