CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
0.9943 |
-0.0072 |
-0.7% |
0.9922 |
| High |
1.0028 |
0.9943 |
-0.0085 |
-0.8% |
0.9980 |
| Low |
0.9950 |
0.9933 |
-0.0017 |
-0.2% |
0.9910 |
| Close |
0.9960 |
0.9933 |
-0.0027 |
-0.3% |
0.9969 |
| Range |
0.0078 |
0.0010 |
-0.0068 |
-87.2% |
0.0070 |
| ATR |
|
|
|
|
|
| Volume |
8 |
49 |
41 |
512.5% |
653 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9960 |
0.9939 |
|
| R3 |
0.9956 |
0.9950 |
0.9936 |
|
| R2 |
0.9946 |
0.9946 |
0.9935 |
|
| R1 |
0.9940 |
0.9940 |
0.9934 |
0.9938 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9936 |
| S1 |
0.9930 |
0.9930 |
0.9932 |
0.9928 |
| S2 |
0.9926 |
0.9926 |
0.9931 |
|
| S3 |
0.9916 |
0.9920 |
0.9930 |
|
| S4 |
0.9906 |
0.9910 |
0.9928 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0136 |
1.0008 |
|
| R3 |
1.0093 |
1.0066 |
0.9988 |
|
| R2 |
1.0023 |
1.0023 |
0.9982 |
|
| R1 |
0.9996 |
0.9996 |
0.9975 |
1.0010 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9960 |
| S1 |
0.9926 |
0.9926 |
0.9963 |
0.9940 |
| S2 |
0.9883 |
0.9883 |
0.9956 |
|
| S3 |
0.9813 |
0.9856 |
0.9950 |
|
| S4 |
0.9743 |
0.9786 |
0.9931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9986 |
|
2.618 |
0.9969 |
|
1.618 |
0.9959 |
|
1.000 |
0.9953 |
|
0.618 |
0.9949 |
|
HIGH |
0.9943 |
|
0.618 |
0.9939 |
|
0.500 |
0.9938 |
|
0.382 |
0.9937 |
|
LOW |
0.9933 |
|
0.618 |
0.9927 |
|
1.000 |
0.9923 |
|
1.618 |
0.9917 |
|
2.618 |
0.9907 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9981 |
| PP |
0.9936 |
0.9965 |
| S1 |
0.9935 |
0.9949 |
|