CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 0.9749 0.9768 0.0019 0.2% 0.9761
High 0.9797 0.9829 0.0032 0.3% 0.9787
Low 0.9749 0.9768 0.0019 0.2% 0.9704
Close 0.9770 0.9821 0.0051 0.5% 0.9759
Range 0.0048 0.0061 0.0013 27.1% 0.0083
ATR 0.0052 0.0053 0.0001 1.2% 0.0000
Volume 69,778 65,326 -4,452 -6.4% 301,196
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9989 0.9966 0.9855
R3 0.9928 0.9905 0.9838
R2 0.9867 0.9867 0.9832
R1 0.9844 0.9844 0.9827 0.9856
PP 0.9806 0.9806 0.9806 0.9812
S1 0.9783 0.9783 0.9815 0.9795
S2 0.9745 0.9745 0.9810
S3 0.9684 0.9722 0.9804
S4 0.9623 0.9661 0.9787
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9999 0.9962 0.9805
R3 0.9916 0.9879 0.9782
R2 0.9833 0.9833 0.9774
R1 0.9796 0.9796 0.9767 0.9773
PP 0.9750 0.9750 0.9750 0.9739
S1 0.9713 0.9713 0.9751 0.9690
S2 0.9667 0.9667 0.9744
S3 0.9584 0.9630 0.9736
S4 0.9501 0.9547 0.9713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9829 0.9712 0.0117 1.2% 0.0050 0.5% 93% True False 61,772
10 0.9829 0.9691 0.0138 1.4% 0.0053 0.5% 94% True False 64,609
20 0.9829 0.9646 0.0183 1.9% 0.0053 0.5% 96% True False 38,422
40 1.0035 0.9646 0.0389 4.0% 0.0052 0.5% 45% False False 19,509
60 1.0151 0.9646 0.0505 5.1% 0.0048 0.5% 35% False False 13,105
80 1.0151 0.9646 0.0505 5.1% 0.0041 0.4% 35% False False 9,845
100 1.0151 0.9646 0.0505 5.1% 0.0038 0.4% 35% False False 7,887
120 1.0200 0.9646 0.0554 5.6% 0.0036 0.4% 32% False False 6,577
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 0.9989
1.618 0.9928
1.000 0.9890
0.618 0.9867
HIGH 0.9829
0.618 0.9806
0.500 0.9799
0.382 0.9791
LOW 0.9768
0.618 0.9730
1.000 0.9707
1.618 0.9669
2.618 0.9608
4.250 0.9509
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 0.9814 0.9806
PP 0.9806 0.9791
S1 0.9799 0.9776

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

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