CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 0.9956 1.0002 0.0046 0.5% 0.9898
High 1.0010 1.0003 -0.0007 -0.1% 1.0010
Low 0.9938 0.9966 0.0028 0.3% 0.9871
Close 0.9995 1.0000 0.0005 0.1% 1.0000
Range 0.0072 0.0037 -0.0035 -48.6% 0.0139
ATR 0.0046 0.0046 -0.0001 -1.4% 0.0000
Volume 148 165 17 11.5% 3,985
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0101 1.0087 1.0020
R3 1.0064 1.0050 1.0010
R2 1.0027 1.0027 1.0007
R1 1.0013 1.0013 1.0003 1.0002
PP 0.9990 0.9990 0.9990 0.9984
S1 0.9976 0.9976 0.9997 0.9965
S2 0.9953 0.9953 0.9993
S3 0.9916 0.9939 0.9990
S4 0.9879 0.9902 0.9980
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0377 1.0328 1.0076
R3 1.0238 1.0189 1.0038
R2 1.0099 1.0099 1.0025
R1 1.0050 1.0050 1.0013 1.0075
PP 0.9960 0.9960 0.9960 0.9973
S1 0.9911 0.9911 0.9987 0.9936
S2 0.9821 0.9821 0.9975
S3 0.9682 0.9772 0.9962
S4 0.9543 0.9633 0.9924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9871 0.0139 1.4% 0.0046 0.5% 93% False False 797
10 1.0092 0.9870 0.0222 2.2% 0.0054 0.5% 59% False False 699
20 1.0151 0.9870 0.0281 2.8% 0.0042 0.4% 46% False False 375
40 1.0151 0.9870 0.0281 2.8% 0.0034 0.3% 46% False False 228
60 1.0151 0.9870 0.0281 2.8% 0.0031 0.3% 46% False False 169
80 1.0169 0.9870 0.0299 3.0% 0.0029 0.3% 43% False False 135
100 1.0254 0.9870 0.0384 3.8% 0.0027 0.3% 34% False False 113
120 1.0254 0.9870 0.0384 3.8% 0.0025 0.3% 34% False False 98
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0100
1.618 1.0063
1.000 1.0040
0.618 1.0026
HIGH 1.0003
0.618 0.9989
0.500 0.9985
0.382 0.9980
LOW 0.9966
0.618 0.9943
1.000 0.9929
1.618 0.9906
2.618 0.9869
4.250 0.9809
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 0.9995 0.9989
PP 0.9990 0.9978
S1 0.9985 0.9967

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

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