CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 26-Feb-2013

Day Change Summary
	Previous	Current
	25-Feb-2013	26-Feb-2013	Change	Change %	Previous Week
Open	0.9776	0.9738	-0.0038	-0.4%	0.9918
High	0.9787	0.9760	-0.0027	-0.3%	0.9936
Low	0.9725	0.9701	-0.0024	-0.2%	0.9745
Close	0.9738	0.9741	0.0003	0.0%	0.9769
Range	0.0062	0.0059	-0.0003	-4.8%	0.0191
ATR	0.0058	0.0058	0.0000	0.1%	0.0000
Volume	96,418	84,092	-12,326	-12.8%	398,709

Daily Pivots for day following 26-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9885	0.9773
R3	0.9852	0.9826	0.9757
R2	0.9793	0.9793	0.9752
R1	0.9767	0.9767	0.9746	0.9780
PP	0.9734	0.9734	0.9734	0.9741
S1	0.9708	0.9708	0.9736	0.9721
S2	0.9675	0.9675	0.9730
S3	0.9616	0.9649	0.9725
S4	0.9557	0.9590	0.9709

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0390	1.0270	0.9874
R3	1.0199	1.0079	0.9822
R2	1.0008	1.0008	0.9804
R1	0.9888	0.9888	0.9787	0.9853
PP	0.9817	0.9817	0.9817	0.9799
S1	0.9697	0.9697	0.9751	0.9662
S2	0.9626	0.9626	0.9734
S3	0.9435	0.9506	0.9716
S4	0.9244	0.9315	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9701	0.0184	1.9%	0.0066	0.7%	22%	False	True	97,192
10	0.9993	0.9701	0.0292	3.0%	0.0061	0.6%	14%	False	True	81,016
20	1.0059	0.9701	0.0358	3.7%	0.0057	0.6%	11%	False	True	73,199
40	1.0175	0.9701	0.0474	4.9%	0.0054	0.6%	8%	False	True	69,760
60	1.0175	0.9701	0.0474	4.9%	0.0049	0.5%	8%	False	True	57,299
80	1.0175	0.9701	0.0474	4.9%	0.0047	0.5%	8%	False	True	43,083
100	1.0230	0.9701	0.0529	5.4%	0.0050	0.5%	8%	False	True	34,541
120	1.0320	0.9701	0.0619	6.4%	0.0049	0.5%	6%	False	True	28,803

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0011
2.618	0.9914
1.618	0.9855
1.000	0.9819
0.618	0.9796
HIGH	0.9760
0.618	0.9737
0.500	0.9731
0.382	0.9724
LOW	0.9701
0.618	0.9665
1.000	0.9642
1.618	0.9606
2.618	0.9547
4.250	0.9450

Fisher Pivots for day following 26-Feb-2013
Pivot	1 day	3 day
R1	0.9738	0.9770
PP	0.9734	0.9760
S1	0.9731	0.9751

Download as Excel Spreadsheet

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

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