CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 0.9965 0.9919 -0.0046 -0.5% 1.0064
High 0.9967 0.9931 -0.0036 -0.4% 1.0085
Low 0.9889 0.9889 0.0000 0.0% 0.9889
Close 0.9911 0.9925 0.0014 0.1% 0.9911
Range 0.0078 0.0042 -0.0036 -46.2% 0.0196
ATR 0.0054 0.0053 -0.0001 -1.6% 0.0000
Volume 96,139 69,173 -26,966 -28.0% 381,568
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0041 1.0025 0.9948
R3 0.9999 0.9983 0.9937
R2 0.9957 0.9957 0.9933
R1 0.9941 0.9941 0.9929 0.9949
PP 0.9915 0.9915 0.9915 0.9919
S1 0.9899 0.9899 0.9921 0.9907
S2 0.9873 0.9873 0.9917
S3 0.9831 0.9857 0.9913
S4 0.9789 0.9815 0.9902
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 1.0085 0.9889 0.0196 2.0% 0.0061 0.6% 18% False True 90,148
10 1.0158 0.9889 0.0269 2.7% 0.0056 0.6% 13% False True 76,477
20 1.0175 0.9889 0.0286 2.9% 0.0051 0.5% 13% False True 66,321
40 1.0175 0.9889 0.0286 2.9% 0.0045 0.5% 13% False True 49,349
60 1.0175 0.9889 0.0286 2.9% 0.0044 0.4% 13% False True 33,044
80 1.0230 0.9889 0.0341 3.4% 0.0048 0.5% 11% False True 24,876
100 1.0320 0.9889 0.0431 4.3% 0.0047 0.5% 8% False True 19,924
120 1.0320 0.9889 0.0431 4.3% 0.0042 0.4% 8% False True 16,611
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 1.0041
1.618 0.9999
1.000 0.9973
0.618 0.9957
HIGH 0.9931
0.618 0.9915
0.500 0.9910
0.382 0.9905
LOW 0.9889
0.618 0.9863
1.000 0.9847
1.618 0.9821
2.618 0.9779
4.250 0.9711
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 0.9920 0.9943
PP 0.9915 0.9937
S1 0.9910 0.9931

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

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