CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 1.0188 1.0210 0.0022 0.2% 1.0148
High 1.0211 1.0220 0.0009 0.1% 1.0230
Low 1.0170 1.0158 -0.0012 -0.1% 1.0080
Close 1.0211 1.0192 -0.0019 -0.2% 1.0175
Range 0.0041 0.0062 0.0021 51.2% 0.0150
ATR 0.0050 0.0051 0.0001 1.8% 0.0000
Volume 420 96 -324 -77.1% 607
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0376 1.0346 1.0226
R3 1.0314 1.0284 1.0209
R2 1.0252 1.0252 1.0203
R1 1.0222 1.0222 1.0198 1.0206
PP 1.0190 1.0190 1.0190 1.0182
S1 1.0160 1.0160 1.0186 1.0144
S2 1.0128 1.0128 1.0181
S3 1.0066 1.0098 1.0175
S4 1.0004 1.0036 1.0158
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% 0.0058 0.6% 75% False False 175
10 1.0230 1.0080 0.0150 1.5% 0.0051 0.5% 75% False False 133
20 1.0320 1.0080 0.0240 2.4% 0.0048 0.5% 47% False False 144
40 1.0320 1.0017 0.0303 3.0% 0.0036 0.4% 58% False False 93
60 1.0320 0.9734 0.0586 5.7% 0.0031 0.3% 78% False False 75
80 1.0320 0.9610 0.0710 7.0% 0.0032 0.3% 82% False False 62
100 1.0320 0.9536 0.0784 7.7% 0.0031 0.3% 84% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0484
2.618 1.0382
1.618 1.0320
1.000 1.0282
0.618 1.0258
HIGH 1.0220
0.618 1.0196
0.500 1.0189
0.382 1.0182
LOW 1.0158
0.618 1.0120
1.000 1.0096
1.618 1.0058
2.618 0.9996
4.250 0.9895
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 1.0191 1.0192
PP 1.0190 1.0192
S1 1.0189 1.0192

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

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