CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 0.9741 0.9767 0.0026 0.3% 0.9918
High 0.9773 0.9783 0.0010 0.1% 0.9936
Low 0.9725 0.9691 -0.0034 -0.3% 0.9745
Close 0.9767 0.9703 -0.0064 -0.7% 0.9769
Range 0.0048 0.0092 0.0044 91.7% 0.0191
ATR 0.0057 0.0060 0.0002 4.3% 0.0000
Volume 72,646 93,912 21,266 29.3% 398,709
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0002 0.9944 0.9754
R3 0.9910 0.9852 0.9728
R2 0.9818 0.9818 0.9720
R1 0.9760 0.9760 0.9711 0.9743
PP 0.9726 0.9726 0.9726 0.9717
S1 0.9668 0.9668 0.9695 0.9651
S2 0.9634 0.9634 0.9686
S3 0.9542 0.9576 0.9678
S4 0.9450 0.9484 0.9652
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 0.9838 0.9691 0.0147 1.5% 0.0071 0.7% 8% False True 92,336
10 0.9993 0.9691 0.0302 3.1% 0.0066 0.7% 4% False True 86,469
20 1.0059 0.9691 0.0368 3.8% 0.0059 0.6% 3% False True 74,961
40 1.0175 0.9691 0.0484 5.0% 0.0055 0.6% 2% False True 72,030
60 1.0175 0.9691 0.0484 5.0% 0.0050 0.5% 2% False True 59,965
80 1.0175 0.9691 0.0484 5.0% 0.0048 0.5% 2% False True 45,158
100 1.0230 0.9691 0.0539 5.6% 0.0050 0.5% 2% False True 36,204
120 1.0320 0.9691 0.0629 6.5% 0.0049 0.5% 2% False True 30,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 1.0024
1.618 0.9932
1.000 0.9875
0.618 0.9840
HIGH 0.9783
0.618 0.9748
0.500 0.9737
0.382 0.9726
LOW 0.9691
0.618 0.9634
1.000 0.9599
1.618 0.9542
2.618 0.9450
4.250 0.9300
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 0.9737 0.9737
PP 0.9726 0.9726
S1 0.9714 0.9714

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

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