CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0055 1.0045 -0.0010 -0.1% 1.0051
High 1.0064 1.0055 -0.0009 -0.1% 1.0070
Low 1.0040 1.0027 -0.0013 -0.1% 1.0016
Close 1.0054 1.0046 -0.0008 -0.1% 1.0046
Range 0.0024 0.0028 0.0004 16.7% 0.0054
ATR 0.0045 0.0043 -0.0001 -2.7% 0.0000
Volume 998 5,610 4,612 462.1% 8,746
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0127 1.0114 1.0061
R3 1.0099 1.0086 1.0054
R2 1.0071 1.0071 1.0051
R1 1.0058 1.0058 1.0049 1.0065
PP 1.0043 1.0043 1.0043 1.0046
S1 1.0030 1.0030 1.0043 1.0037
S2 1.0015 1.0015 1.0041
S3 0.9987 1.0002 1.0038
S4 0.9959 0.9974 1.0031
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0206 1.0180 1.0076
R3 1.0152 1.0126 1.0061
R2 1.0098 1.0098 1.0056
R1 1.0072 1.0072 1.0051 1.0058
PP 1.0044 1.0044 1.0044 1.0037
S1 1.0018 1.0018 1.0041 1.0004
S2 0.9990 0.9990 1.0036
S3 0.9936 0.9964 1.0031
S4 0.9882 0.9910 1.0016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0070 1.0016 0.0054 0.5% 0.0035 0.3% 56% False False 1,749
10 1.0070 0.9919 0.0151 1.5% 0.0040 0.4% 84% False False 1,054
20 1.0095 0.9919 0.0176 1.8% 0.0040 0.4% 72% False False 738
40 1.0230 0.9919 0.0311 3.1% 0.0049 0.5% 41% False False 562
60 1.0320 0.9919 0.0401 4.0% 0.0047 0.5% 32% False False 416
80 1.0320 0.9919 0.0401 4.0% 0.0041 0.4% 32% False False 321
100 1.0320 0.9715 0.0605 6.0% 0.0037 0.4% 55% False False 264
120 1.0320 0.9610 0.0710 7.1% 0.0036 0.4% 61% False False 225
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 1.0174
2.618 1.0128
1.618 1.0100
1.000 1.0083
0.618 1.0072
HIGH 1.0055
0.618 1.0044
0.500 1.0041
0.382 1.0038
LOW 1.0027
0.618 1.0010
1.000 0.9999
1.618 0.9982
2.618 0.9954
4.250 0.9908
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0044 1.0044
PP 1.0043 1.0042
S1 1.0041 1.0040

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

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