CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 29-Jan-2013

Day Change Summary
	Previous	Current
	28-Jan-2013	29-Jan-2013	Change	Change %	Previous Week
Open	0.9898	0.9919	0.0021	0.2%	1.0042
High	0.9907	0.9956	0.0049	0.5%	1.0060
Low	0.9871	0.9909	0.0038	0.4%	0.9870
Close	0.9905	0.9946	0.0041	0.4%	0.9891
Range	0.0036	0.0047	0.0011	30.6%	0.0190
ATR	0.0044	0.0045	0.0000	1.1%	0.0000
Volume	2,021	1,502	-519	-25.7%	2,968

Daily Pivots for day following 29-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0078	1.0059	0.9972
R3	1.0031	1.0012	0.9959
R2	0.9984	0.9984	0.9955
R1	0.9965	0.9965	0.9950	0.9975
PP	0.9937	0.9937	0.9937	0.9942
S1	0.9918	0.9918	0.9942	0.9928
S2	0.9890	0.9890	0.9937
S3	0.9843	0.9871	0.9933
S4	0.9796	0.9824	0.9920

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%	0.0059	0.6%	40%	False	False	1,252
10	1.0130	0.9870	0.0260	2.6%	0.0048	0.5%	29%	False	False	665
20	1.0151	0.9870	0.0281	2.8%	0.0041	0.4%	27%	False	False	368
40	1.0151	0.9870	0.0281	2.8%	0.0031	0.3%	27%	False	False	218
60	1.0151	0.9870	0.0281	2.8%	0.0029	0.3%	27%	False	False	163
80	1.0200	0.9870	0.0330	3.3%	0.0029	0.3%	23%	False	False	130
100	1.0254	0.9870	0.0384	3.9%	0.0027	0.3%	20%	False	False	109
120	1.0254	0.9870	0.0384	3.9%	0.0024	0.2%	20%	False	False	94

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	1.0079
1.618	1.0032
1.000	1.0003
0.618	0.9985
HIGH	0.9956
0.618	0.9938
0.500	0.9933
0.382	0.9927
LOW	0.9909
0.618	0.9880
1.000	0.9862
1.618	0.9833
2.618	0.9786
4.250	0.9709

Fisher Pivots for day following 29-Jan-2013
Pivot	1 day	3 day
R1	0.9942	0.9935
PP	0.9937	0.9924
S1	0.9933	0.9913

Download as Excel Spreadsheet

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

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