CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 0.9978 0.9983 0.0005 0.1% 0.9962
High 0.9993 0.9992 -0.0001 0.0% 0.9993
Low 0.9968 0.9911 -0.0057 -0.6% 0.9906
Close 0.9978 0.9921 -0.0057 -0.6% 0.9921
Range 0.0025 0.0081 0.0056 224.0% 0.0087
ATR 0.0050 0.0053 0.0002 4.3% 0.0000
Volume 51,095 67,823 16,728 32.7% 292,154
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0184 1.0134 0.9966
R3 1.0103 1.0053 0.9943
R2 1.0022 1.0022 0.9936
R1 0.9972 0.9972 0.9928 0.9957
PP 0.9941 0.9941 0.9941 0.9934
S1 0.9891 0.9891 0.9914 0.9876
S2 0.9860 0.9860 0.9906
S3 0.9779 0.9810 0.9899
S4 0.9698 0.9729 0.9876
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0201 1.0148 0.9969
R3 1.0114 1.0061 0.9945
R2 1.0027 1.0027 0.9937
R1 0.9974 0.9974 0.9929 0.9957
PP 0.9940 0.9940 0.9940 0.9932
S1 0.9887 0.9887 0.9913 0.9870
S2 0.9853 0.9853 0.9905
S3 0.9766 0.9800 0.9897
S4 0.9679 0.9713 0.9873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9993 0.9906 0.0087 0.9% 0.0052 0.5% 17% False False 58,430
10 1.0059 0.9906 0.0153 1.5% 0.0051 0.5% 10% False False 59,854
20 1.0135 0.9889 0.0246 2.5% 0.0057 0.6% 13% False False 71,584
40 1.0175 0.9889 0.0286 2.9% 0.0051 0.5% 11% False False 62,133
60 1.0175 0.9889 0.0286 2.9% 0.0046 0.5% 11% False False 47,695
80 1.0175 0.9889 0.0286 2.9% 0.0046 0.5% 11% False False 35,885
100 1.0230 0.9889 0.0341 3.4% 0.0048 0.5% 9% False False 28,753
120 1.0320 0.9889 0.0431 4.3% 0.0046 0.5% 7% False False 23,978
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 0.0012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0336
2.618 1.0204
1.618 1.0123
1.000 1.0073
0.618 1.0042
HIGH 0.9992
0.618 0.9961
0.500 0.9952
0.382 0.9942
LOW 0.9911
0.618 0.9861
1.000 0.9830
1.618 0.9780
2.618 0.9699
4.250 0.9567
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 0.9952 0.9952
PP 0.9941 0.9942
S1 0.9931 0.9931

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

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