CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 1.0160 1.0188 0.0028 0.3% 1.0148
High 1.0230 1.0211 -0.0019 -0.2% 1.0230
Low 1.0154 1.0170 0.0016 0.2% 1.0080
Close 1.0175 1.0211 0.0036 0.4% 1.0175
Range 0.0076 0.0041 -0.0035 -46.1% 0.0150
ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000
Volume 121 420 299 247.1% 607
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0320 1.0307 1.0234
R3 1.0279 1.0266 1.0222
R2 1.0238 1.0238 1.0219
R1 1.0225 1.0225 1.0215 1.0232
PP 1.0197 1.0197 1.0197 1.0201
S1 1.0184 1.0184 1.0207 1.0191
S2 1.0156 1.0156 1.0203
S3 1.0115 1.0143 1.0200
S4 1.0074 1.0102 1.0188
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0612 1.0543 1.0258
R3 1.0462 1.0393 1.0216
R2 1.0312 1.0312 1.0203
R1 1.0243 1.0243 1.0189 1.0278
PP 1.0162 1.0162 1.0162 1.0179
S1 1.0093 1.0093 1.0161 1.0128
S2 1.0012 1.0012 1.0148
S3 0.9862 0.9943 1.0134
S4 0.9712 0.9793 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0080 0.0150 1.5% 0.0051 0.5% 87% False False 168
10 1.0230 1.0080 0.0150 1.5% 0.0050 0.5% 87% False False 128
20 1.0320 1.0080 0.0240 2.4% 0.0046 0.4% 55% False False 144
40 1.0320 1.0012 0.0308 3.0% 0.0035 0.3% 65% False False 92
60 1.0320 0.9734 0.0586 5.7% 0.0030 0.3% 81% False False 74
80 1.0320 0.9610 0.0710 7.0% 0.0031 0.3% 85% False False 63
100 1.0320 0.9536 0.0784 7.7% 0.0030 0.3% 86% False False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0385
2.618 1.0318
1.618 1.0277
1.000 1.0252
0.618 1.0236
HIGH 1.0211
0.618 1.0195
0.500 1.0191
0.382 1.0186
LOW 1.0170
0.618 1.0145
1.000 1.0129
1.618 1.0104
2.618 1.0063
4.250 0.9996
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 1.0204 1.0194
PP 1.0197 1.0177
S1 1.0191 1.0161

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

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