CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 0.9975 0.9973 -0.0002 0.0% 1.0064
High 0.9981 1.0032 0.0051 0.5% 1.0085
Low 0.9936 0.9955 0.0019 0.2% 0.9889
Close 0.9973 1.0015 0.0042 0.4% 0.9911
Range 0.0045 0.0077 0.0032 71.1% 0.0196
ATR 0.0053 0.0054 0.0002 3.3% 0.0000
Volume 66,308 78,303 11,995 18.1% 381,568
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0232 1.0200 1.0057
R3 1.0155 1.0123 1.0036
R2 1.0078 1.0078 1.0029
R1 1.0046 1.0046 1.0022 1.0062
PP 1.0001 1.0001 1.0001 1.0009
S1 0.9969 0.9969 1.0008 0.9985
S2 0.9924 0.9924 1.0001
S3 0.9847 0.9892 0.9994
S4 0.9770 0.9815 0.9973
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 1.0032 0.9889 0.0143 1.4% 0.0060 0.6% 88% True False 74,988
10 1.0146 0.9889 0.0257 2.6% 0.0062 0.6% 49% False False 81,619
20 1.0175 0.9889 0.0286 2.9% 0.0053 0.5% 44% False False 69,853
40 1.0175 0.9889 0.0286 2.9% 0.0047 0.5% 44% False False 54,408
60 1.0175 0.9889 0.0286 2.9% 0.0045 0.4% 44% False False 36,527
80 1.0220 0.9889 0.0331 3.3% 0.0048 0.5% 38% False False 27,492
100 1.0320 0.9889 0.0431 4.3% 0.0047 0.5% 29% False False 22,018
120 1.0320 0.9889 0.0431 4.3% 0.0044 0.4% 29% False False 18,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0359
2.618 1.0234
1.618 1.0157
1.000 1.0109
0.618 1.0080
HIGH 1.0032
0.618 1.0003
0.500 0.9994
0.382 0.9984
LOW 0.9955
0.618 0.9907
1.000 0.9878
1.618 0.9830
2.618 0.9753
4.250 0.9628
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 1.0008 1.0003
PP 1.0001 0.9990
S1 0.9994 0.9978

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

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