CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.0154 1.0140 -0.0014 -0.1% 1.0122
High 1.0175 1.0158 -0.0017 -0.2% 1.0175
Low 1.0133 1.0122 -0.0011 -0.1% 1.0100
Close 1.0150 1.0151 0.0001 0.0% 1.0150
Range 0.0042 0.0036 -0.0006 -14.3% 0.0075
ATR 0.0048 0.0047 -0.0001 -1.8% 0.0000
Volume 68,334 49,010 -19,324 -28.3% 285,227
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0252 1.0237 1.0171
R3 1.0216 1.0201 1.0161
R2 1.0180 1.0180 1.0158
R1 1.0165 1.0165 1.0154 1.0173
PP 1.0144 1.0144 1.0144 1.0147
S1 1.0129 1.0129 1.0148 1.0137
S2 1.0108 1.0108 1.0144
S3 1.0072 1.0093 1.0141
S4 1.0036 1.0057 1.0131
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0367 1.0333 1.0191
R3 1.0292 1.0258 1.0171
R2 1.0217 1.0217 1.0164
R1 1.0183 1.0183 1.0157 1.0200
PP 1.0142 1.0142 1.0142 1.0150
S1 1.0108 1.0108 1.0143 1.0125
S2 1.0067 1.0067 1.0136
S3 0.9992 1.0033 1.0129
S4 0.9917 0.9958 1.0109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0175 1.0103 0.0072 0.7% 0.0042 0.4% 67% False False 57,312
10 1.0175 1.0012 0.0163 1.6% 0.0047 0.5% 85% False False 57,472
20 1.0175 1.0011 0.0164 1.6% 0.0045 0.4% 85% False False 53,987
40 1.0175 0.9919 0.0256 2.5% 0.0041 0.4% 91% False False 31,574
60 1.0210 0.9919 0.0291 2.9% 0.0044 0.4% 80% False False 21,191
80 1.0232 0.9919 0.0313 3.1% 0.0046 0.5% 74% False False 15,937
100 1.0320 0.9919 0.0401 4.0% 0.0044 0.4% 58% False False 12,770
120 1.0320 0.9762 0.0558 5.5% 0.0039 0.4% 70% False False 10,648
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0311
2.618 1.0252
1.618 1.0216
1.000 1.0194
0.618 1.0180
HIGH 1.0158
0.618 1.0144
0.500 1.0140
0.382 1.0136
LOW 1.0122
0.618 1.0100
1.000 1.0086
1.618 1.0064
2.618 1.0028
4.250 0.9969
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.0147 1.0148
PP 1.0144 1.0144
S1 1.0140 1.0141

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

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