CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 0.9955 0.9960 0.0005 0.1% 0.9942
High 0.9972 0.9960 -0.0012 -0.1% 0.9972
Low 0.9953 0.9895 -0.0058 -0.6% 0.9890
Close 0.9958 0.9901 -0.0057 -0.6% 0.9901
Range 0.0019 0.0065 0.0046 242.1% 0.0082
ATR 0.0044 0.0045 0.0002 3.4% 0.0000
Volume 129 402 273 211.6% 1,809
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0114 1.0072 0.9937
R3 1.0049 1.0007 0.9919
R2 0.9984 0.9984 0.9913
R1 0.9942 0.9942 0.9907 0.9931
PP 0.9919 0.9919 0.9919 0.9913
S1 0.9877 0.9877 0.9895 0.9866
S2 0.9854 0.9854 0.9889
S3 0.9789 0.9812 0.9883
S4 0.9724 0.9747 0.9865
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0167 1.0116 0.9946
R3 1.0085 1.0034 0.9924
R2 1.0003 1.0003 0.9916
R1 0.9952 0.9952 0.9909 0.9937
PP 0.9921 0.9921 0.9921 0.9913
S1 0.9870 0.9870 0.9893 0.9855
S2 0.9839 0.9839 0.9886
S3 0.9757 0.9788 0.9878
S4 0.9675 0.9706 0.9856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9972 0.9890 0.0082 0.8% 0.0045 0.5% 13% False False 361
10 1.0035 0.9890 0.0145 1.5% 0.0045 0.5% 8% False False 329
20 1.0092 0.9870 0.0222 2.2% 0.0050 0.5% 14% False False 514
40 1.0151 0.9870 0.0281 2.8% 0.0040 0.4% 11% False False 294
60 1.0151 0.9870 0.0281 2.8% 0.0034 0.3% 11% False False 212
80 1.0151 0.9870 0.0281 2.8% 0.0031 0.3% 11% False False 172
100 1.0200 0.9870 0.0330 3.3% 0.0030 0.3% 9% False False 143
120 1.0254 0.9870 0.0384 3.9% 0.0028 0.3% 8% False False 124
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 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0130
1.618 1.0065
1.000 1.0025
0.618 1.0000
HIGH 0.9960
0.618 0.9935
0.500 0.9928
0.382 0.9920
LOW 0.9895
0.618 0.9855
1.000 0.9830
1.618 0.9790
2.618 0.9725
4.250 0.9619
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 0.9928 0.9934
PP 0.9919 0.9923
S1 0.9910 0.9912

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

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