CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 0.9685 0.9712 0.0027 0.3% 0.9731
High 0.9720 0.9770 0.0050 0.5% 0.9770
Low 0.9678 0.9692 0.0014 0.1% 0.9671
Close 0.9717 0.9718 0.0001 0.0% 0.9718
Range 0.0042 0.0078 0.0036 85.7% 0.0099
ATR 0.0058 0.0059 0.0001 2.5% 0.0000
Volume 63,500 111,168 47,668 75.1% 422,776
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9961 0.9917 0.9761
R3 0.9883 0.9839 0.9739
R2 0.9805 0.9805 0.9732
R1 0.9761 0.9761 0.9725 0.9783
PP 0.9727 0.9727 0.9727 0.9738
S1 0.9683 0.9683 0.9711 0.9705
S2 0.9649 0.9649 0.9704
S3 0.9571 0.9605 0.9697
S4 0.9493 0.9527 0.9675
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0017 0.9966 0.9772
R3 0.9918 0.9867 0.9745
R2 0.9819 0.9819 0.9736
R1 0.9768 0.9768 0.9727 0.9744
PP 0.9720 0.9720 0.9720 0.9708
S1 0.9669 0.9669 0.9709 0.9645
S2 0.9621 0.9621 0.9700
S3 0.9522 0.9570 0.9691
S4 0.9423 0.9471 0.9664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9671 0.0099 1.0% 0.0055 0.6% 47% True False 84,555
10 0.9787 0.9665 0.0122 1.3% 0.0061 0.6% 43% False False 87,087
20 1.0021 0.9665 0.0356 3.7% 0.0061 0.6% 15% False False 81,705
40 1.0175 0.9665 0.0510 5.2% 0.0057 0.6% 10% False False 76,351
60 1.0175 0.9665 0.0510 5.2% 0.0052 0.5% 10% False False 68,058
80 1.0175 0.9665 0.0510 5.2% 0.0049 0.5% 10% False False 51,685
100 1.0210 0.9665 0.0545 5.6% 0.0050 0.5% 10% False False 41,421
120 1.0232 0.9665 0.0567 5.8% 0.0049 0.5% 9% False False 34,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0102
2.618 0.9974
1.618 0.9896
1.000 0.9848
0.618 0.9818
HIGH 0.9770
0.618 0.9740
0.500 0.9731
0.382 0.9722
LOW 0.9692
0.618 0.9644
1.000 0.9614
1.618 0.9566
2.618 0.9488
4.250 0.9361
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 0.9731 0.9721
PP 0.9727 0.9720
S1 0.9722 0.9719

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

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