CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
0.9702 |
0.9712 |
0.0010 |
0.1% |
0.9707 |
High |
0.9747 |
0.9726 |
-0.0021 |
-0.2% |
0.9747 |
Low |
0.9701 |
0.9712 |
0.0011 |
0.1% |
0.9675 |
Close |
0.9710 |
0.9722 |
0.0012 |
0.1% |
0.9722 |
Range |
0.0046 |
0.0014 |
-0.0032 |
-69.6% |
0.0072 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
45 |
18 |
-27 |
-60.0% |
442 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9762 |
0.9756 |
0.9730 |
|
R3 |
0.9748 |
0.9742 |
0.9726 |
|
R2 |
0.9734 |
0.9734 |
0.9725 |
|
R1 |
0.9728 |
0.9728 |
0.9723 |
0.9731 |
PP |
0.9720 |
0.9720 |
0.9720 |
0.9722 |
S1 |
0.9714 |
0.9714 |
0.9721 |
0.9717 |
S2 |
0.9706 |
0.9706 |
0.9719 |
|
S3 |
0.9692 |
0.9700 |
0.9718 |
|
S4 |
0.9678 |
0.9686 |
0.9714 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9931 |
0.9898 |
0.9762 |
|
R3 |
0.9859 |
0.9826 |
0.9742 |
|
R2 |
0.9787 |
0.9787 |
0.9735 |
|
R1 |
0.9754 |
0.9754 |
0.9729 |
0.9771 |
PP |
0.9715 |
0.9715 |
0.9715 |
0.9723 |
S1 |
0.9682 |
0.9682 |
0.9715 |
0.9699 |
S2 |
0.9643 |
0.9643 |
0.9709 |
|
S3 |
0.9571 |
0.9610 |
0.9702 |
|
S4 |
0.9499 |
0.9538 |
0.9682 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9786 |
2.618 |
0.9763 |
1.618 |
0.9749 |
1.000 |
0.9740 |
0.618 |
0.9735 |
HIGH |
0.9726 |
0.618 |
0.9721 |
0.500 |
0.9719 |
0.382 |
0.9717 |
LOW |
0.9712 |
0.618 |
0.9703 |
1.000 |
0.9698 |
1.618 |
0.9689 |
2.618 |
0.9675 |
4.250 |
0.9653 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9721 |
0.9720 |
PP |
0.9720 |
0.9718 |
S1 |
0.9719 |
0.9717 |
|