CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 0.9944 0.9898 -0.0046 -0.5% 1.0042
High 0.9944 0.9907 -0.0037 -0.4% 1.0060
Low 0.9870 0.9871 0.0001 0.0% 0.9870
Close 0.9891 0.9905 0.0014 0.1% 0.9891
Range 0.0074 0.0036 -0.0038 -51.4% 0.0190
ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000
Volume 1,362 2,021 659 48.4% 2,968
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0002 0.9990 0.9925
R3 0.9966 0.9954 0.9915
R2 0.9930 0.9930 0.9912
R1 0.9918 0.9918 0.9908 0.9924
PP 0.9894 0.9894 0.9894 0.9898
S1 0.9882 0.9882 0.9902 0.9888
S2 0.9858 0.9858 0.9898
S3 0.9822 0.9846 0.9895
S4 0.9786 0.9810 0.9885
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0510 1.0391 0.9996
R3 1.0320 1.0201 0.9943
R2 1.0130 1.0130 0.9926
R1 1.0011 1.0011 0.9908 0.9976
PP 0.9940 0.9940 0.9940 0.9923
S1 0.9821 0.9821 0.9874 0.9786
S2 0.9750 0.9750 0.9856
S3 0.9560 0.9631 0.9839
S4 0.9370 0.9441 0.9787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9870 0.0190 1.9% 0.0056 0.6% 18% False False 997
10 1.0133 0.9870 0.0263 2.7% 0.0046 0.5% 13% False False 519
20 1.0151 0.9870 0.0281 2.8% 0.0039 0.4% 12% False False 296
40 1.0151 0.9870 0.0281 2.8% 0.0030 0.3% 12% False False 181
60 1.0151 0.9870 0.0281 2.8% 0.0028 0.3% 12% False False 138
80 1.0200 0.9870 0.0330 3.3% 0.0028 0.3% 11% False False 111
100 1.0254 0.9870 0.0384 3.9% 0.0026 0.3% 9% False False 94
120 1.0254 0.9870 0.0384 3.9% 0.0024 0.2% 9% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0060
2.618 1.0001
1.618 0.9965
1.000 0.9943
0.618 0.9929
HIGH 0.9907
0.618 0.9893
0.500 0.9889
0.382 0.9885
LOW 0.9871
0.618 0.9849
1.000 0.9835
1.618 0.9813
2.618 0.9777
4.250 0.9718
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 0.9900 0.9924
PP 0.9894 0.9918
S1 0.9889 0.9911

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

View Archives - Comment on this page... - Back to Index of Symbols