CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 0.9663 0.9691 0.0028 0.3% 0.9712
High 0.9701 0.9750 0.0049 0.5% 0.9750
Low 0.9659 0.9674 0.0015 0.2% 0.9650
Close 0.9698 0.9698 0.0000 0.0% 0.9698
Range 0.0042 0.0076 0.0034 81.0% 0.0100
ATR 0.0053 0.0055 0.0002 3.1% 0.0000
Volume 7,899 33,232 25,333 320.7% 57,996
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9935 0.9893 0.9740
R3 0.9859 0.9817 0.9719
R2 0.9783 0.9783 0.9712
R1 0.9741 0.9741 0.9705 0.9762
PP 0.9707 0.9707 0.9707 0.9718
S1 0.9665 0.9665 0.9691 0.9686
S2 0.9631 0.9631 0.9684
S3 0.9555 0.9589 0.9677
S4 0.9479 0.9513 0.9656
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9999 0.9949 0.9753
R3 0.9899 0.9849 0.9726
R2 0.9799 0.9799 0.9716
R1 0.9749 0.9749 0.9707 0.9724
PP 0.9699 0.9699 0.9699 0.9687
S1 0.9649 0.9649 0.9689 0.9624
S2 0.9599 0.9599 0.9680
S3 0.9499 0.9549 0.9671
S4 0.9399 0.9449 0.9643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9650 0.0100 1.0% 0.0053 0.5% 48% True False 11,599
10 0.9760 0.9646 0.0114 1.2% 0.0058 0.6% 46% False False 6,734
20 0.9998 0.9646 0.0352 3.6% 0.0056 0.6% 15% False False 3,648
40 1.0151 0.9646 0.0505 5.2% 0.0051 0.5% 10% False False 2,039
60 1.0151 0.9646 0.0505 5.2% 0.0042 0.4% 10% False False 1,383
80 1.0151 0.9646 0.0505 5.2% 0.0037 0.4% 10% False False 1,051
100 1.0169 0.9646 0.0523 5.4% 0.0035 0.4% 10% False False 849
120 1.0200 0.9646 0.0554 5.7% 0.0032 0.3% 9% False False 711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 0.9949
1.618 0.9873
1.000 0.9826
0.618 0.9797
HIGH 0.9750
0.618 0.9721
0.500 0.9712
0.382 0.9703
LOW 0.9674
0.618 0.9627
1.000 0.9598
1.618 0.9551
2.618 0.9475
4.250 0.9351
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 0.9712 0.9700
PP 0.9707 0.9699
S1 0.9703 0.9699

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

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