CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 0.9988 0.9972 -0.0016 -0.2% 0.9960
High 0.9991 0.9972 -0.0019 -0.2% 0.9960
Low 0.9985 0.9972 -0.0013 -0.1% 0.9900
Close 0.9991 0.9972 -0.0019 -0.2% 0.9937
Range 0.0006 0.0000 -0.0006 -100.0% 0.0060
ATR 0.0036 0.0035 -0.0001 -3.4% 0.0000
Volume 200 17 -183 -91.5% 270
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9972 0.9972 0.9972
R3 0.9972 0.9972 0.9972
R2 0.9972 0.9972 0.9972
R1 0.9972 0.9972 0.9972 0.9972
PP 0.9972 0.9972 0.9972 0.9972
S1 0.9972 0.9972 0.9972 0.9972
S2 0.9972 0.9972 0.9972
S3 0.9972 0.9972 0.9972
S4 0.9972 0.9972 0.9972
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0112 1.0085 0.9970
R3 1.0052 1.0025 0.9954
R2 0.9992 0.9992 0.9948
R1 0.9965 0.9965 0.9943 0.9949
PP 0.9932 0.9932 0.9932 0.9924
S1 0.9905 0.9905 0.9932 0.9889
S2 0.9872 0.9872 0.9926
S3 0.9812 0.9845 0.9921
S4 0.9752 0.9785 0.9904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9991 0.9900 0.0091 0.9% 0.0012 0.1% 79% False False 62
10 1.0055 0.9900 0.0155 1.6% 0.0026 0.3% 46% False False 74
20 1.0055 0.9900 0.0155 1.6% 0.0020 0.2% 46% False False 50
40 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 24% False False 39
60 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 20% False False 36
80 1.0254 0.9845 0.0409 4.1% 0.0019 0.2% 31% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9972
2.618 0.9972
1.618 0.9972
1.000 0.9972
0.618 0.9972
HIGH 0.9972
0.618 0.9972
0.500 0.9972
0.382 0.9972
LOW 0.9972
0.618 0.9972
1.000 0.9972
1.618 0.9972
2.618 0.9972
4.250 0.9972
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 0.9972 0.9963
PP 0.9972 0.9954
S1 0.9972 0.9946

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

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