CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 0.9880 0.9831 -0.0049 -0.5% 0.9962
High 0.9885 0.9835 -0.0050 -0.5% 0.9993
Low 0.9812 0.9791 -0.0021 -0.2% 0.9906
Close 0.9815 0.9803 -0.0012 -0.1% 0.9921
Range 0.0073 0.0044 -0.0029 -39.7% 0.0087
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume 106,438 84,402 -22,036 -20.7% 292,154
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9942 0.9916 0.9827
R3 0.9898 0.9872 0.9815
R2 0.9854 0.9854 0.9811
R1 0.9828 0.9828 0.9807 0.9819
PP 0.9810 0.9810 0.9810 0.9805
S1 0.9784 0.9784 0.9799 0.9775
S2 0.9766 0.9766 0.9795
S3 0.9722 0.9740 0.9791
S4 0.9678 0.9696 0.9779
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 0.9791 0.0202 2.1% 0.0060 0.6% 6% False True 80,602
10 1.0059 0.9791 0.0268 2.7% 0.0058 0.6% 4% False True 71,192
20 1.0059 0.9791 0.0268 2.7% 0.0055 0.6% 4% False True 71,456
40 1.0175 0.9791 0.0384 3.9% 0.0052 0.5% 3% False True 64,297
60 1.0175 0.9791 0.0384 3.9% 0.0047 0.5% 3% False True 52,416
80 1.0175 0.9791 0.0384 3.9% 0.0046 0.5% 3% False True 39,422
100 1.0230 0.9791 0.0439 4.5% 0.0049 0.5% 3% False True 31,593
120 1.0320 0.9791 0.0529 5.4% 0.0047 0.5% 2% False True 26,344
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9950
1.618 0.9906
1.000 0.9879
0.618 0.9862
HIGH 0.9835
0.618 0.9818
0.500 0.9813
0.382 0.9808
LOW 0.9791
0.618 0.9764
1.000 0.9747
1.618 0.9720
2.618 0.9676
4.250 0.9604
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 0.9813 0.9864
PP 0.9810 0.9843
S1 0.9806 0.9823

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

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