CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 0.9723 0.9745 0.0022 0.2% 0.9901
High 0.9753 0.9760 0.0007 0.1% 0.9910
Low 0.9708 0.9674 -0.0034 -0.4% 0.9728
Close 0.9748 0.9684 -0.0064 -0.7% 0.9750
Range 0.0045 0.0086 0.0041 91.1% 0.0182
ATR 0.0051 0.0053 0.0003 5.0% 0.0000
Volume 1,103 3,294 2,191 198.6% 3,613
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9964 0.9910 0.9731
R3 0.9878 0.9824 0.9708
R2 0.9792 0.9792 0.9700
R1 0.9738 0.9738 0.9692 0.9722
PP 0.9706 0.9706 0.9706 0.9698
S1 0.9652 0.9652 0.9676 0.9636
S2 0.9620 0.9620 0.9668
S3 0.9534 0.9566 0.9660
S4 0.9448 0.9480 0.9637
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0342 1.0228 0.9850
R3 1.0160 1.0046 0.9800
R2 0.9978 0.9978 0.9783
R1 0.9864 0.9864 0.9767 0.9830
PP 0.9796 0.9796 0.9796 0.9779
S1 0.9682 0.9682 0.9733 0.9648
S2 0.9614 0.9614 0.9717
S3 0.9432 0.9500 0.9700
S4 0.9250 0.9318 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9818 0.9674 0.0144 1.5% 0.0065 0.7% 7% False True 1,585
10 0.9972 0.9674 0.0298 3.1% 0.0059 0.6% 3% False True 1,160
20 1.0035 0.9674 0.0361 3.7% 0.0053 0.5% 3% False True 733
40 1.0151 0.9674 0.0477 4.9% 0.0046 0.5% 2% False True 550
60 1.0151 0.9674 0.0477 4.9% 0.0039 0.4% 2% False True 392
80 1.0151 0.9674 0.0477 4.9% 0.0035 0.4% 2% False True 306
100 1.0200 0.9674 0.0526 5.4% 0.0033 0.3% 2% False True 252
120 1.0254 0.9674 0.0580 6.0% 0.0031 0.3% 2% False True 214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 0.9985
1.618 0.9899
1.000 0.9846
0.618 0.9813
HIGH 0.9760
0.618 0.9727
0.500 0.9717
0.382 0.9707
LOW 0.9674
0.618 0.9621
1.000 0.9588
1.618 0.9535
2.618 0.9449
4.250 0.9309
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 0.9717 0.9717
PP 0.9706 0.9706
S1 0.9695 0.9695

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

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