CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.0000 0.9990 -0.0010 -0.1% 0.9898
High 1.0020 1.0014 -0.0006 -0.1% 1.0010
Low 0.9978 0.9979 0.0001 0.0% 0.9871
Close 0.9990 1.0014 0.0024 0.2% 1.0000
Range 0.0042 0.0035 -0.0007 -16.7% 0.0139
ATR 0.0045 0.0045 -0.0001 -1.6% 0.0000
Volume 571 259 -312 -54.6% 3,985
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0107 1.0096 1.0033
R3 1.0072 1.0061 1.0024
R2 1.0037 1.0037 1.0020
R1 1.0026 1.0026 1.0017 1.0032
PP 1.0002 1.0002 1.0002 1.0005
S1 0.9991 0.9991 1.0011 0.9997
S2 0.9967 0.9967 1.0008
S3 0.9932 0.9956 1.0004
S4 0.9897 0.9921 0.9995
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 1.0020 0.9924 0.0096 1.0% 0.0045 0.4% 94% False False 258
10 1.0060 0.9870 0.0190 1.9% 0.0052 0.5% 76% False False 755
20 1.0151 0.9870 0.0281 2.8% 0.0042 0.4% 51% False False 410
40 1.0151 0.9870 0.0281 2.8% 0.0035 0.3% 51% False False 248
60 1.0151 0.9870 0.0281 2.8% 0.0030 0.3% 51% False False 183
80 1.0169 0.9870 0.0299 3.0% 0.0029 0.3% 48% False False 145
100 1.0254 0.9870 0.0384 3.8% 0.0027 0.3% 38% False False 121
120 1.0254 0.9870 0.0384 3.8% 0.0026 0.3% 38% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0106
1.618 1.0071
1.000 1.0049
0.618 1.0036
HIGH 1.0014
0.618 1.0001
0.500 0.9997
0.382 0.9992
LOW 0.9979
0.618 0.9957
1.000 0.9944
1.618 0.9922
2.618 0.9887
4.250 0.9830
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.0008 1.0007
PP 1.0002 1.0000
S1 0.9997 0.9993

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

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