CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
0.9920 |
-0.0023 |
-0.2% |
0.9961 |
| High |
0.9943 |
0.9932 |
-0.0011 |
-0.1% |
1.0028 |
| Low |
0.9933 |
0.9900 |
-0.0033 |
-0.3% |
0.9900 |
| Close |
0.9933 |
0.9928 |
-0.0005 |
-0.1% |
0.9928 |
| Range |
0.0010 |
0.0032 |
0.0022 |
220.0% |
0.0128 |
| ATR |
|
|
|
|
|
| Volume |
49 |
9 |
-40 |
-81.6% |
101 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
1.0004 |
0.9946 |
|
| R3 |
0.9984 |
0.9972 |
0.9937 |
|
| R2 |
0.9952 |
0.9952 |
0.9934 |
|
| R1 |
0.9940 |
0.9940 |
0.9931 |
0.9946 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9923 |
| S1 |
0.9908 |
0.9908 |
0.9925 |
0.9914 |
| S2 |
0.9888 |
0.9888 |
0.9922 |
|
| S3 |
0.9856 |
0.9876 |
0.9919 |
|
| S4 |
0.9824 |
0.9844 |
0.9910 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0260 |
0.9998 |
|
| R3 |
1.0208 |
1.0132 |
0.9963 |
|
| R2 |
1.0080 |
1.0080 |
0.9951 |
|
| R1 |
1.0004 |
1.0004 |
0.9940 |
0.9978 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9939 |
| S1 |
0.9876 |
0.9876 |
0.9916 |
0.9850 |
| S2 |
0.9824 |
0.9824 |
0.9905 |
|
| S3 |
0.9696 |
0.9748 |
0.9893 |
|
| S4 |
0.9568 |
0.9620 |
0.9858 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0068 |
|
2.618 |
1.0016 |
|
1.618 |
0.9984 |
|
1.000 |
0.9964 |
|
0.618 |
0.9952 |
|
HIGH |
0.9932 |
|
0.618 |
0.9920 |
|
0.500 |
0.9916 |
|
0.382 |
0.9912 |
|
LOW |
0.9900 |
|
0.618 |
0.9880 |
|
1.000 |
0.9868 |
|
1.618 |
0.9848 |
|
2.618 |
0.9816 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9964 |
| PP |
0.9920 |
0.9952 |
| S1 |
0.9916 |
0.9940 |
|