CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 1.0127 1.0134 0.0007 0.1% 1.0140
High 1.0146 1.0135 -0.0011 -0.1% 1.0158
Low 1.0101 1.0040 -0.0061 -0.6% 1.0040
Close 1.0138 1.0063 -0.0075 -0.7% 1.0063
Range 0.0045 0.0095 0.0050 111.1% 0.0118
ATR 0.0046 0.0049 0.0004 8.2% 0.0000
Volume 59,645 96,176 36,531 61.2% 314,034
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0364 1.0309 1.0115
R3 1.0269 1.0214 1.0089
R2 1.0174 1.0174 1.0080
R1 1.0119 1.0119 1.0072 1.0099
PP 1.0079 1.0079 1.0079 1.0070
S1 1.0024 1.0024 1.0054 1.0004
S2 0.9984 0.9984 1.0046
S3 0.9889 0.9929 1.0037
S4 0.9794 0.9834 1.0011
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0441 1.0370 1.0128
R3 1.0323 1.0252 1.0095
R2 1.0205 1.0205 1.0085
R1 1.0134 1.0134 1.0074 1.0111
PP 1.0087 1.0087 1.0087 1.0075
S1 1.0016 1.0016 1.0052 0.9993
S2 0.9969 0.9969 1.0041
S3 0.9851 0.9898 1.0031
S4 0.9733 0.9780 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 1.0040 0.0118 1.2% 0.0050 0.5% 19% False True 62,806
10 1.0175 1.0040 0.0135 1.3% 0.0046 0.5% 17% False True 59,926
20 1.0175 1.0011 0.0164 1.6% 0.0048 0.5% 32% False False 54,506
40 1.0175 0.9992 0.0183 1.8% 0.0042 0.4% 39% False False 38,145
60 1.0175 0.9919 0.0256 2.5% 0.0043 0.4% 56% False False 25,584
80 1.0230 0.9919 0.0311 3.1% 0.0047 0.5% 46% False False 19,247
100 1.0320 0.9919 0.0401 4.0% 0.0045 0.4% 36% False False 15,418
120 1.0320 0.9869 0.0451 4.5% 0.0041 0.4% 43% False False 12,856
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 0.0011
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.0539
2.618 1.0384
1.618 1.0289
1.000 1.0230
0.618 1.0194
HIGH 1.0135
0.618 1.0099
0.500 1.0088
0.382 1.0076
LOW 1.0040
0.618 0.9981
1.000 0.9945
1.618 0.9886
2.618 0.9791
4.250 0.9636
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 1.0088 1.0095
PP 1.0079 1.0084
S1 1.0071 1.0074

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

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