CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 1.0239 1.0230 -0.0009 -0.1% 1.0105
High 1.0242 1.0230 -0.0012 -0.1% 1.0188
Low 1.0226 1.0191 -0.0035 -0.3% 1.0035
Close 1.0226 1.0193 -0.0033 -0.3% 1.0175
Range 0.0016 0.0039 0.0023 143.8% 0.0153
ATR 0.0041 0.0041 0.0000 -0.4% 0.0000
Volume 103 83 -20 -19.4% 217
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0322 1.0296 1.0214
R3 1.0283 1.0257 1.0204
R2 1.0244 1.0244 1.0200
R1 1.0218 1.0218 1.0197 1.0212
PP 1.0205 1.0205 1.0205 1.0201
S1 1.0179 1.0179 1.0189 1.0173
S2 1.0166 1.0166 1.0186
S3 1.0127 1.0140 1.0182
S4 1.0088 1.0101 1.0172
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0592 1.0536 1.0259
R3 1.0439 1.0383 1.0217
R2 1.0286 1.0286 1.0203
R1 1.0230 1.0230 1.0189 1.0258
PP 1.0133 1.0133 1.0133 1.0147
S1 1.0077 1.0077 1.0161 1.0105
S2 0.9980 0.9980 1.0147
S3 0.9827 0.9924 1.0133
S4 0.9674 0.9771 1.0091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0242 1.0064 0.0178 1.7% 0.0038 0.4% 72% False False 69
10 1.0242 1.0026 0.0216 2.1% 0.0027 0.3% 77% False False 54
20 1.0242 1.0017 0.0225 2.2% 0.0026 0.3% 78% False False 45
40 1.0242 0.9734 0.0508 5.0% 0.0023 0.2% 90% False False 43
60 1.0242 0.9610 0.0632 6.2% 0.0027 0.3% 92% False False 35
80 1.0242 0.9536 0.0706 6.9% 0.0027 0.3% 93% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0396
2.618 1.0332
1.618 1.0293
1.000 1.0269
0.618 1.0254
HIGH 1.0230
0.618 1.0215
0.500 1.0211
0.382 1.0206
LOW 1.0191
0.618 1.0167
1.000 1.0152
1.618 1.0128
2.618 1.0089
4.250 1.0025
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 1.0211 1.0212
PP 1.0205 1.0205
S1 1.0199 1.0199

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

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