CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 25-Jan-2013

Day Change Summary
	Previous	Current
	24-Jan-2013	25-Jan-2013	Change	Change %	Previous Week
Open	0.9992	0.9965	-0.0027	-0.3%	1.0064
High	0.9997	0.9967	-0.0030	-0.3%	1.0085
Low	0.9952	0.9889	-0.0063	-0.6%	0.9889
Close	0.9958	0.9911	-0.0047	-0.5%	0.9911
Range	0.0045	0.0078	0.0033	73.3%	0.0196
ATR	0.0052	0.0054	0.0002	3.6%	0.0000
Volume	94,949	96,139	1,190	1.3%	381,568

Daily Pivots for day following 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0112	0.9954
R3	1.0078	1.0034	0.9932
R2	1.0000	1.0000	0.9925
R1	0.9956	0.9956	0.9918	0.9939
PP	0.9922	0.9922	0.9922	0.9914
S1	0.9878	0.9878	0.9904	0.9861
S2	0.9844	0.9844	0.9897
S3	0.9766	0.9800	0.9890
S4	0.9688	0.9722	0.9868

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0550	1.0426	1.0019
R3	1.0354	1.0230	0.9965
R2	1.0158	1.0158	0.9947
R1	1.0034	1.0034	0.9929	0.9998
PP	0.9962	0.9962	0.9962	0.9944
S1	0.9838	0.9838	0.9893	0.9802
S2	0.9766	0.9766	0.9875
S3	0.9570	0.9642	0.9857
S4	0.9374	0.9446	0.9803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0135	0.9889	0.0246	2.5%	0.0071	0.7%	9%	False	True	95,548
10	1.0175	0.9889	0.0286	2.9%	0.0056	0.6%	8%	False	True	76,393
20	1.0175	0.9889	0.0286	2.9%	0.0052	0.5%	8%	False	True	64,739
40	1.0175	0.9889	0.0286	2.9%	0.0045	0.5%	8%	False	True	47,643
60	1.0175	0.9889	0.0286	2.9%	0.0044	0.4%	8%	False	True	31,900
80	1.0230	0.9889	0.0341	3.4%	0.0047	0.5%	6%	False	True	24,012
100	1.0320	0.9889	0.0431	4.3%	0.0047	0.5%	5%	False	True	19,233
120	1.0320	0.9889	0.0431	4.3%	0.0042	0.4%	5%	False	True	16,035

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0299
2.618	1.0171
1.618	1.0093
1.000	1.0045
0.618	1.0015
HIGH	0.9967
0.618	0.9937
0.500	0.9928
0.382	0.9919
LOW	0.9889
0.618	0.9841
1.000	0.9811
1.618	0.9763
2.618	0.9685
4.250	0.9558

Fisher Pivots for day following 25-Jan-2013
Pivot	1 day	3 day
R1	0.9928	0.9987
PP	0.9922	0.9962
S1	0.9917	0.9936

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols