CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9705 |
0.9697 |
-0.0008 |
-0.1% |
0.9810 |
High |
0.9715 |
0.9698 |
-0.0017 |
-0.2% |
0.9810 |
Low |
0.9690 |
0.9680 |
-0.0010 |
-0.1% |
0.9665 |
Close |
0.9692 |
0.9695 |
0.0003 |
0.0% |
0.9692 |
Range |
0.0025 |
0.0018 |
-0.0007 |
-28.0% |
0.0145 |
ATR |
0.0043 |
0.0042 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
44 |
9 |
-35 |
-79.5% |
249 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9745 |
0.9738 |
0.9705 |
|
R3 |
0.9727 |
0.9720 |
0.9700 |
|
R2 |
0.9709 |
0.9709 |
0.9698 |
|
R1 |
0.9702 |
0.9702 |
0.9697 |
0.9697 |
PP |
0.9691 |
0.9691 |
0.9691 |
0.9688 |
S1 |
0.9684 |
0.9684 |
0.9693 |
0.9679 |
S2 |
0.9673 |
0.9673 |
0.9692 |
|
S3 |
0.9655 |
0.9666 |
0.9690 |
|
S4 |
0.9637 |
0.9648 |
0.9685 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0157 |
1.0070 |
0.9772 |
|
R3 |
1.0012 |
0.9925 |
0.9732 |
|
R2 |
0.9867 |
0.9867 |
0.9719 |
|
R1 |
0.9780 |
0.9780 |
0.9705 |
0.9751 |
PP |
0.9722 |
0.9722 |
0.9722 |
0.9708 |
S1 |
0.9635 |
0.9635 |
0.9679 |
0.9606 |
S2 |
0.9577 |
0.9577 |
0.9665 |
|
S3 |
0.9432 |
0.9490 |
0.9652 |
|
S4 |
0.9287 |
0.9345 |
0.9612 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9775 |
2.618 |
0.9745 |
1.618 |
0.9727 |
1.000 |
0.9716 |
0.618 |
0.9709 |
HIGH |
0.9698 |
0.618 |
0.9691 |
0.500 |
0.9689 |
0.382 |
0.9687 |
LOW |
0.9680 |
0.618 |
0.9669 |
1.000 |
0.9662 |
1.618 |
0.9651 |
2.618 |
0.9633 |
4.250 |
0.9604 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9693 |
0.9698 |
PP |
0.9691 |
0.9697 |
S1 |
0.9689 |
0.9696 |
|