CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.0014 1.0022 0.0008 0.1% 0.9984
High 1.0015 1.0058 0.0043 0.4% 1.0045
Low 0.9997 1.0020 0.0023 0.2% 0.9948
Close 1.0001 1.0053 0.0052 0.5% 1.0012
Range 0.0018 0.0038 0.0020 111.1% 0.0097
ATR 0.0051 0.0051 0.0000 0.8% 0.0000
Volume 428 42 -386 -90.2% 2,000
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0158 1.0143 1.0074
R3 1.0120 1.0105 1.0063
R2 1.0082 1.0082 1.0060
R1 1.0067 1.0067 1.0056 1.0075
PP 1.0044 1.0044 1.0044 1.0047
S1 1.0029 1.0029 1.0050 1.0037
S2 1.0006 1.0006 1.0046
S3 0.9968 0.9991 1.0043
S4 0.9930 0.9953 1.0032
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0293 1.0249 1.0065
R3 1.0196 1.0152 1.0039
R2 1.0099 1.0099 1.0030
R1 1.0055 1.0055 1.0021 1.0077
PP 1.0002 1.0002 1.0002 1.0013
S1 0.9958 0.9958 1.0003 0.9980
S2 0.9905 0.9905 0.9994
S3 0.9808 0.9861 0.9985
S4 0.9711 0.9764 0.9959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9959 0.0099 1.0% 0.0038 0.4% 95% True False 225
10 1.0078 0.9948 0.0130 1.3% 0.0041 0.4% 81% False False 424
20 1.0210 0.9948 0.0262 2.6% 0.0054 0.5% 40% False False 383
40 1.0320 0.9948 0.0372 3.7% 0.0051 0.5% 28% False False 263
60 1.0320 0.9948 0.0372 3.7% 0.0042 0.4% 28% False False 190
80 1.0320 0.9734 0.0586 5.8% 0.0036 0.4% 54% False False 152
100 1.0320 0.9610 0.0710 7.1% 0.0036 0.4% 62% False False 126
120 1.0320 0.9536 0.0784 7.8% 0.0034 0.3% 66% False False 122
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0157
1.618 1.0119
1.000 1.0096
0.618 1.0081
HIGH 1.0058
0.618 1.0043
0.500 1.0039
0.382 1.0035
LOW 1.0020
0.618 0.9997
1.000 0.9982
1.618 0.9959
2.618 0.9921
4.250 0.9859
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.0048 1.0045
PP 1.0044 1.0036
S1 1.0039 1.0028

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

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