CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 0.9721 0.9776 0.0055 0.6% 0.9719
High 0.9785 0.9813 0.0028 0.3% 0.9813
Low 0.9721 0.9764 0.0043 0.4% 0.9693
Close 0.9770 0.9802 0.0032 0.3% 0.9802
Range 0.0064 0.0049 -0.0015 -23.4% 0.0120
ATR 0.0045 0.0046 0.0000 0.6% 0.0000
Volume 69 237 168 243.5% 629
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9940 0.9920 0.9829
R3 0.9891 0.9871 0.9815
R2 0.9842 0.9842 0.9811
R1 0.9822 0.9822 0.9806 0.9832
PP 0.9793 0.9793 0.9793 0.9798
S1 0.9773 0.9773 0.9798 0.9783
S2 0.9744 0.9744 0.9793
S3 0.9695 0.9724 0.9789
S4 0.9646 0.9675 0.9775
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0086 0.9868
R3 1.0009 0.9966 0.9835
R2 0.9889 0.9889 0.9824
R1 0.9846 0.9846 0.9813 0.9868
PP 0.9769 0.9769 0.9769 0.9780
S1 0.9726 0.9726 0.9791 0.9748
S2 0.9649 0.9649 0.9780
S3 0.9529 0.9606 0.9769
S4 0.9409 0.9486 0.9736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9813 0.9693 0.0120 1.2% 0.0039 0.4% 91% True False 125
10 0.9820 0.9680 0.0140 1.4% 0.0049 0.5% 87% False False 176
20 0.9880 0.9680 0.0200 2.0% 0.0044 0.4% 61% False False 141
40 0.9880 0.9637 0.0243 2.5% 0.0041 0.4% 68% False False 145
60 1.0000 0.9637 0.0363 3.7% 0.0039 0.4% 45% False False 127
80 1.0113 0.9637 0.0476 4.9% 0.0037 0.4% 35% False False 118
100 1.0113 0.9637 0.0476 4.9% 0.0032 0.3% 35% False False 96
120 1.0113 0.9637 0.0476 4.9% 0.0029 0.3% 35% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0021
2.618 0.9941
1.618 0.9892
1.000 0.9862
0.618 0.9843
HIGH 0.9813
0.618 0.9794
0.500 0.9789
0.382 0.9783
LOW 0.9764
0.618 0.9734
1.000 0.9715
1.618 0.9685
2.618 0.9636
4.250 0.9556
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 0.9798 0.9787
PP 0.9793 0.9771
S1 0.9789 0.9756

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

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