CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0075 |
1.0087 |
0.0012 |
0.1% |
1.0003 |
High |
1.0075 |
1.0103 |
0.0028 |
0.3% |
1.0102 |
Low |
1.0068 |
1.0085 |
0.0017 |
0.2% |
0.9979 |
Close |
1.0068 |
1.0103 |
0.0035 |
0.3% |
1.0071 |
Range |
0.0007 |
0.0018 |
0.0011 |
157.1% |
0.0123 |
ATR |
0.0031 |
0.0031 |
0.0000 |
0.9% |
0.0000 |
Volume |
11 |
12 |
1 |
9.1% |
36 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0151 |
1.0145 |
1.0113 |
|
R3 |
1.0133 |
1.0127 |
1.0108 |
|
R2 |
1.0115 |
1.0115 |
1.0106 |
|
R1 |
1.0109 |
1.0109 |
1.0105 |
1.0112 |
PP |
1.0097 |
1.0097 |
1.0097 |
1.0099 |
S1 |
1.0091 |
1.0091 |
1.0101 |
1.0094 |
S2 |
1.0079 |
1.0079 |
1.0100 |
|
S3 |
1.0061 |
1.0073 |
1.0098 |
|
S4 |
1.0043 |
1.0055 |
1.0093 |
|
|
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 |
1.0180 |
2.618 |
1.0150 |
1.618 |
1.0132 |
1.000 |
1.0121 |
0.618 |
1.0114 |
HIGH |
1.0103 |
0.618 |
1.0096 |
0.500 |
1.0094 |
0.382 |
1.0092 |
LOW |
1.0085 |
0.618 |
1.0074 |
1.000 |
1.0067 |
1.618 |
1.0056 |
2.618 |
1.0038 |
4.250 |
1.0009 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0100 |
1.0097 |
PP |
1.0097 |
1.0090 |
S1 |
1.0094 |
1.0084 |
|