CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 0.9960 0.9983 0.0023 0.2% 1.0022
High 0.9985 1.0005 0.0020 0.2% 1.0078
Low 0.9948 0.9959 0.0011 0.1% 0.9975
Close 0.9976 0.9967 -0.0009 -0.1% 0.9978
Range 0.0037 0.0046 0.0009 24.3% 0.0103
ATR 0.0056 0.0055 -0.0001 -1.3% 0.0000
Volume 509 239 -270 -53.0% 2,817
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0115 1.0087 0.9992
R3 1.0069 1.0041 0.9980
R2 1.0023 1.0023 0.9975
R1 0.9995 0.9995 0.9971 0.9986
PP 0.9977 0.9977 0.9977 0.9973
S1 0.9949 0.9949 0.9963 0.9940
S2 0.9931 0.9931 0.9959
S3 0.9885 0.9903 0.9954
S4 0.9839 0.9857 0.9942
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0319 1.0252 1.0035
R3 1.0216 1.0149 1.0006
R2 1.0113 1.0113 0.9997
R1 1.0046 1.0046 0.9987 1.0028
PP 1.0010 1.0010 1.0010 1.0002
S1 0.9943 0.9943 0.9969 0.9925
S2 0.9907 0.9907 0.9959
S3 0.9804 0.9840 0.9950
S4 0.9701 0.9737 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9948 0.0110 1.1% 0.0040 0.4% 17% False False 535
10 1.0210 0.9948 0.0262 2.6% 0.0058 0.6% 7% False False 479
20 1.0230 0.9948 0.0282 2.8% 0.0059 0.6% 7% False False 381
40 1.0320 0.9948 0.0372 3.7% 0.0051 0.5% 5% False False 248
60 1.0320 0.9948 0.0372 3.7% 0.0041 0.4% 5% False False 183
80 1.0320 0.9715 0.0605 6.1% 0.0036 0.4% 42% False False 142
100 1.0320 0.9610 0.0710 7.1% 0.0035 0.4% 50% False False 121
120 1.0320 0.9536 0.0784 7.9% 0.0034 0.3% 55% False False 115
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0201
2.618 1.0125
1.618 1.0079
1.000 1.0051
0.618 1.0033
HIGH 1.0005
0.618 0.9987
0.500 0.9982
0.382 0.9977
LOW 0.9959
0.618 0.9931
1.000 0.9913
1.618 0.9885
2.618 0.9839
4.250 0.9764
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 0.9982 0.9977
PP 0.9977 0.9973
S1 0.9972 0.9970

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

View Archives - Comment on this page... - Back to Index of Symbols