CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.0132 1.0102 -0.0030 -0.3% 1.0026
High 1.0143 1.0138 -0.0005 0.0% 1.0149
Low 1.0101 1.0062 -0.0039 -0.4% 1.0012
Close 1.0113 1.0117 0.0004 0.0% 1.0117
Range 0.0042 0.0076 0.0034 81.0% 0.0137
ATR 0.0048 0.0050 0.0002 4.1% 0.0000
Volume 53,912 83,533 29,621 54.9% 240,483
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0334 1.0301 1.0159
R3 1.0258 1.0225 1.0138
R2 1.0182 1.0182 1.0131
R1 1.0149 1.0149 1.0124 1.0166
PP 1.0106 1.0106 1.0106 1.0114
S1 1.0073 1.0073 1.0110 1.0090
S2 1.0030 1.0030 1.0103
S3 0.9954 0.9997 1.0096
S4 0.9878 0.9921 1.0075
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0504 1.0447 1.0192
R3 1.0367 1.0310 1.0155
R2 1.0230 1.0230 1.0142
R1 1.0173 1.0173 1.0130 1.0202
PP 1.0093 1.0093 1.0093 1.0107
S1 1.0036 1.0036 1.0104 1.0065
S2 0.9956 0.9956 1.0092
S3 0.9819 0.9899 1.0079
S4 0.9682 0.9762 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0149 1.0011 0.0138 1.4% 0.0052 0.5% 77% False False 55,284
10 1.0149 1.0011 0.0138 1.4% 0.0050 0.5% 77% False False 49,085
20 1.0158 1.0011 0.0147 1.5% 0.0043 0.4% 72% False False 45,444
40 1.0158 0.9919 0.0239 2.4% 0.0042 0.4% 83% False False 23,289
60 1.0210 0.9919 0.0291 2.9% 0.0046 0.5% 68% False False 15,653
80 1.0320 0.9919 0.0401 4.0% 0.0047 0.5% 49% False False 11,776
100 1.0320 0.9919 0.0401 4.0% 0.0042 0.4% 49% False False 9,429
120 1.0320 0.9734 0.0586 5.8% 0.0038 0.4% 65% False False 7,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0461
2.618 1.0337
1.618 1.0261
1.000 1.0214
0.618 1.0185
HIGH 1.0138
0.618 1.0109
0.500 1.0100
0.382 1.0091
LOW 1.0062
0.618 1.0015
1.000 0.9986
1.618 0.9939
2.618 0.9863
4.250 0.9739
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.0111 1.0113
PP 1.0106 1.0109
S1 1.0100 1.0106

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

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