CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 20-Mar-2013

Day Change Summary
	Previous	Current
	19-Mar-2013	20-Mar-2013	Change	Change %	Previous Week
Open	0.9771	0.9716	-0.0055	-0.6%	0.9698
High	0.9771	0.9748	-0.0023	-0.2%	0.9802
Low	0.9704	0.9712	0.0008	0.1%	0.9691
Close	0.9713	0.9739	0.0026	0.3%	0.9788
Range	0.0067	0.0036	-0.0031	-46.3%	0.0111
ATR	0.0054	0.0052	-0.0001	-2.3%	0.0000
Volume	63,224	67,187	3,963	6.3%	267,875

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9841	0.9826	0.9759
R3	0.9805	0.9790	0.9749
R2	0.9769	0.9769	0.9746
R1	0.9754	0.9754	0.9742	0.9762
PP	0.9733	0.9733	0.9733	0.9737
S1	0.9718	0.9718	0.9736	0.9726
S2	0.9697	0.9697	0.9732
S3	0.9661	0.9682	0.9729
S4	0.9625	0.9646	0.9719

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0093	1.0052	0.9849
R3	0.9982	0.9941	0.9819
R2	0.9871	0.9871	0.9808
R1	0.9830	0.9830	0.9798	0.9851
PP	0.9760	0.9760	0.9760	0.9771
S1	0.9719	0.9719	0.9778	0.9740
S2	0.9649	0.9649	0.9768
S3	0.9538	0.9608	0.9757
S4	0.9427	0.9497	0.9727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9802	0.9703	0.0099	1.0%	0.0053	0.5%	36%	False	False	67,893
10	0.9802	0.9659	0.0143	1.5%	0.0050	0.5%	56%	False	False	50,363
20	0.9818	0.9646	0.0172	1.8%	0.0054	0.6%	54%	False	False	26,591
40	1.0060	0.9646	0.0414	4.3%	0.0053	0.5%	22%	False	False	13,586
60	1.0151	0.9646	0.0505	5.2%	0.0047	0.5%	18%	False	False	9,083
80	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	18%	False	False	6,826
100	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	18%	False	False	5,470
120	1.0200	0.9646	0.0554	5.7%	0.0035	0.4%	17%	False	False	4,564

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9901
2.618	0.9842
1.618	0.9806
1.000	0.9784
0.618	0.9770
HIGH	0.9748
0.618	0.9734
0.500	0.9730
0.382	0.9726
LOW	0.9712
0.618	0.9690
1.000	0.9676
1.618	0.9654
2.618	0.9618
4.250	0.9559

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	0.9736	0.9742
PP	0.9733	0.9741
S1	0.9730	0.9740

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols