CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0027 1.0020 -0.0007 -0.1% 1.0025
High 1.0036 1.0025 -0.0011 -0.1% 1.0042
Low 1.0027 1.0020 -0.0007 -0.1% 0.9997
Close 1.0033 1.0025 -0.0008 -0.1% 1.0025
Range 0.0009 0.0005 -0.0004 -44.4% 0.0045
ATR 0.0033 0.0032 -0.0001 -4.4% 0.0000
Volume 43 28 -15 -34.9% 210
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0038 1.0037 1.0028
R3 1.0033 1.0032 1.0026
R2 1.0028 1.0028 1.0026
R1 1.0027 1.0027 1.0025 1.0028
PP 1.0023 1.0023 1.0023 1.0024
S1 1.0022 1.0022 1.0025 1.0023
S2 1.0018 1.0018 1.0024
S3 1.0013 1.0017 1.0024
S4 1.0008 1.0012 1.0022
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0136 1.0050
R3 1.0111 1.0091 1.0037
R2 1.0066 1.0066 1.0033
R1 1.0046 1.0046 1.0029 1.0048
PP 1.0021 1.0021 1.0021 1.0022
S1 1.0001 1.0001 1.0021 1.0003
S2 0.9976 0.9976 1.0017
S3 0.9931 0.9956 1.0013
S4 0.9886 0.9911 1.0000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0042 0.9997 0.0045 0.4% 0.0020 0.2% 62% False False 42
10 1.0042 0.9900 0.0142 1.4% 0.0023 0.2% 88% False False 49
20 1.0055 0.9900 0.0155 1.5% 0.0024 0.2% 81% False False 51
40 1.0200 0.9900 0.0300 3.0% 0.0024 0.2% 42% False False 42
60 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 35% False False 36
80 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 35% False False 33
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 1.0038
1.618 1.0033
1.000 1.0030
0.618 1.0028
HIGH 1.0025
0.618 1.0023
0.500 1.0023
0.382 1.0022
LOW 1.0020
0.618 1.0017
1.000 1.0015
1.618 1.0012
2.618 1.0007
4.250 0.9999
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0024 1.0024
PP 1.0023 1.0023
S1 1.0023 1.0023

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

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