CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 0.9700 0.9731 0.0031 0.3% 0.9776
High 0.9741 0.9734 -0.0007 -0.1% 0.9787
Low 0.9665 0.9696 0.0031 0.3% 0.9665
Close 0.9718 0.9724 0.0006 0.1% 0.9718
Range 0.0076 0.0038 -0.0038 -50.0% 0.0122
ATR 0.0061 0.0059 -0.0002 -2.7% 0.0000
Volume 101,027 76,057 -24,970 -24.7% 448,095
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9832 0.9816 0.9745
R3 0.9794 0.9778 0.9734
R2 0.9756 0.9756 0.9731
R1 0.9740 0.9740 0.9727 0.9729
PP 0.9718 0.9718 0.9718 0.9713
S1 0.9702 0.9702 0.9721 0.9691
S2 0.9680 0.9680 0.9717
S3 0.9642 0.9664 0.9714
S4 0.9604 0.9626 0.9703
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0089 1.0026 0.9785
R3 0.9967 0.9904 0.9752
R2 0.9845 0.9845 0.9740
R1 0.9782 0.9782 0.9729 0.9753
PP 0.9723 0.9723 0.9723 0.9709
S1 0.9660 0.9660 0.9707 0.9631
S2 0.9601 0.9601 0.9696
S3 0.9479 0.9538 0.9684
S4 0.9357 0.9416 0.9651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9783 0.9665 0.0118 1.2% 0.0063 0.6% 50% False False 85,546
10 0.9936 0.9665 0.0271 2.8% 0.0066 0.7% 22% False False 92,286
20 1.0059 0.9665 0.0394 4.1% 0.0059 0.6% 15% False False 76,070
40 1.0175 0.9665 0.0510 5.2% 0.0056 0.6% 12% False False 73,529
60 1.0175 0.9665 0.0510 5.2% 0.0051 0.5% 12% False False 62,875
80 1.0175 0.9665 0.0510 5.2% 0.0049 0.5% 12% False False 47,365
100 1.0220 0.9665 0.0555 5.7% 0.0050 0.5% 11% False False 37,969
120 1.0320 0.9665 0.0655 6.7% 0.0049 0.5% 9% False False 31,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9896
2.618 0.9833
1.618 0.9795
1.000 0.9772
0.618 0.9757
HIGH 0.9734
0.618 0.9719
0.500 0.9715
0.382 0.9711
LOW 0.9696
0.618 0.9673
1.000 0.9658
1.618 0.9635
2.618 0.9597
4.250 0.9535
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 0.9721 0.9724
PP 0.9718 0.9724
S1 0.9715 0.9724

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

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