CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 0.9942 0.9922 -0.0020 -0.2% 1.0000
High 0.9942 0.9952 0.0010 0.1% 1.0035
Low 0.9890 0.9890 0.0000 0.0% 0.9939
Close 0.9919 0.9943 0.0024 0.2% 0.9944
Range 0.0052 0.0062 0.0010 19.2% 0.0096
ATR 0.0046 0.0047 0.0001 2.4% 0.0000
Volume 653 475 -178 -27.3% 1,486
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0114 1.0091 0.9977
R3 1.0052 1.0029 0.9960
R2 0.9990 0.9990 0.9954
R1 0.9967 0.9967 0.9949 0.9979
PP 0.9928 0.9928 0.9928 0.9934
S1 0.9905 0.9905 0.9937 0.9917
S2 0.9866 0.9866 0.9932
S3 0.9804 0.9843 0.9926
S4 0.9742 0.9781 0.9909
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0261 1.0198 0.9997
R3 1.0165 1.0102 0.9970
R2 1.0069 1.0069 0.9962
R1 1.0006 1.0006 0.9953 0.9990
PP 0.9973 0.9973 0.9973 0.9964
S1 0.9910 0.9910 0.9935 0.9894
S2 0.9877 0.9877 0.9926
S3 0.9781 0.9814 0.9918
S4 0.9685 0.9718 0.9891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0035 0.9890 0.0145 1.5% 0.0053 0.5% 37% False True 356
10 1.0035 0.9890 0.0145 1.5% 0.0049 0.5% 37% False True 307
20 1.0130 0.9870 0.0260 2.6% 0.0049 0.5% 28% False False 486
40 1.0151 0.9870 0.0281 2.8% 0.0038 0.4% 26% False False 279
60 1.0151 0.9870 0.0281 2.8% 0.0033 0.3% 26% False False 205
80 1.0151 0.9870 0.0281 2.8% 0.0031 0.3% 26% False False 165
100 1.0200 0.9870 0.0330 3.3% 0.0029 0.3% 22% False False 137
120 1.0254 0.9870 0.0384 3.9% 0.0027 0.3% 19% False False 119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0216
2.618 1.0114
1.618 1.0052
1.000 1.0014
0.618 0.9990
HIGH 0.9952
0.618 0.9928
0.500 0.9921
0.382 0.9914
LOW 0.9890
0.618 0.9852
1.000 0.9828
1.618 0.9790
2.618 0.9728
4.250 0.9627
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 0.9936 0.9944
PP 0.9928 0.9944
S1 0.9921 0.9943

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

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