CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 0.9700 0.9700 0.0000 0.0% 0.9726
High 0.9700 0.9707 0.0007 0.1% 0.9731
Low 0.9680 0.9640 -0.0040 -0.4% 0.9637
Close 0.9689 0.9657 -0.0032 -0.3% 0.9682
Range 0.0020 0.0067 0.0047 235.0% 0.0094
ATR 0.0042 0.0044 0.0002 4.3% 0.0000
Volume 23 35 12 52.2% 1,401
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9869 0.9830 0.9694
R3 0.9802 0.9763 0.9675
R2 0.9735 0.9735 0.9669
R1 0.9696 0.9696 0.9663 0.9682
PP 0.9668 0.9668 0.9668 0.9661
S1 0.9629 0.9629 0.9651 0.9615
S2 0.9601 0.9601 0.9645
S3 0.9534 0.9562 0.9639
S4 0.9467 0.9495 0.9620
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9965 0.9918 0.9734
R3 0.9871 0.9824 0.9708
R2 0.9777 0.9777 0.9699
R1 0.9730 0.9730 0.9691 0.9707
PP 0.9683 0.9683 0.9683 0.9672
S1 0.9636 0.9636 0.9673 0.9613
S2 0.9589 0.9589 0.9665
S3 0.9495 0.9542 0.9656
S4 0.9401 0.9448 0.9630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9707 0.9637 0.0070 0.7% 0.0043 0.4% 29% True False 172
10 0.9794 0.9637 0.0157 1.6% 0.0043 0.4% 13% False False 196
20 1.0000 0.9637 0.0363 3.8% 0.0038 0.4% 6% False False 115
40 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 4% False False 109
60 1.0113 0.9637 0.0476 4.9% 0.0028 0.3% 4% False False 76
80 1.0113 0.9637 0.0476 4.9% 0.0025 0.3% 4% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9992
2.618 0.9882
1.618 0.9815
1.000 0.9774
0.618 0.9748
HIGH 0.9707
0.618 0.9681
0.500 0.9674
0.382 0.9666
LOW 0.9640
0.618 0.9599
1.000 0.9573
1.618 0.9532
2.618 0.9465
4.250 0.9355
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 0.9674 0.9674
PP 0.9668 0.9668
S1 0.9663 0.9663

These figures are updated between 7pm and 10pm EST after a trading day.

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