CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 0.9928 0.9975 0.0047 0.5% 1.0064
High 0.9981 0.9981 0.0000 0.0% 1.0085
Low 0.9923 0.9936 0.0013 0.1% 0.9889
Close 0.9966 0.9973 0.0007 0.1% 0.9911
Range 0.0058 0.0045 -0.0013 -22.4% 0.0196
ATR 0.0053 0.0053 -0.0001 -1.1% 0.0000
Volume 65,021 66,308 1,287 2.0% 381,568
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0098 1.0081 0.9998
R3 1.0053 1.0036 0.9985
R2 1.0008 1.0008 0.9981
R1 0.9991 0.9991 0.9977 0.9977
PP 0.9963 0.9963 0.9963 0.9957
S1 0.9946 0.9946 0.9969 0.9932
S2 0.9918 0.9918 0.9965
S3 0.9873 0.9901 0.9961
S4 0.9828 0.9856 0.9948
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 0.9997 0.9889 0.0108 1.1% 0.0054 0.5% 78% False False 78,318
10 1.0150 0.9889 0.0261 2.6% 0.0059 0.6% 32% False False 79,225
20 1.0175 0.9889 0.0286 2.9% 0.0051 0.5% 29% False False 69,099
40 1.0175 0.9889 0.0286 2.9% 0.0046 0.5% 29% False False 52,467
60 1.0175 0.9889 0.0286 2.9% 0.0044 0.4% 29% False False 35,224
80 1.0230 0.9889 0.0341 3.4% 0.0048 0.5% 25% False False 26,515
100 1.0320 0.9889 0.0431 4.3% 0.0047 0.5% 19% False False 21,236
120 1.0320 0.9889 0.0431 4.3% 0.0043 0.4% 19% False False 17,703
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0172
2.618 1.0099
1.618 1.0054
1.000 1.0026
0.618 1.0009
HIGH 0.9981
0.618 0.9964
0.500 0.9959
0.382 0.9953
LOW 0.9936
0.618 0.9908
1.000 0.9891
1.618 0.9863
2.618 0.9818
4.250 0.9745
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 0.9968 0.9960
PP 0.9963 0.9948
S1 0.9959 0.9935

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

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