CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0015 0.9943 -0.0072 -0.7% 0.9922
High 1.0028 0.9943 -0.0085 -0.8% 0.9980
Low 0.9950 0.9933 -0.0017 -0.2% 0.9910
Close 0.9960 0.9933 -0.0027 -0.3% 0.9969
Range 0.0078 0.0010 -0.0068 -87.2% 0.0070
ATR
Volume 8 49 41 512.5% 653
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 0.9966 0.9960 0.9939
R3 0.9956 0.9950 0.9936
R2 0.9946 0.9946 0.9935
R1 0.9940 0.9940 0.9934 0.9938
PP 0.9936 0.9936 0.9936 0.9936
S1 0.9930 0.9930 0.9932 0.9928
S2 0.9926 0.9926 0.9931
S3 0.9916 0.9920 0.9930
S4 0.9906 0.9910 0.9928
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0163 1.0136 1.0008
R3 1.0093 1.0066 0.9988
R2 1.0023 1.0023 0.9982
R1 0.9996 0.9996 0.9975 1.0010
PP 0.9953 0.9953 0.9953 0.9960
S1 0.9926 0.9926 0.9963 0.9940
S2 0.9883 0.9883 0.9956
S3 0.9813 0.9856 0.9950
S4 0.9743 0.9786 0.9931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0028 0.9933 0.0095 1.0% 0.0022 0.2% 0% False True 25
10 1.0028 0.9910 0.0118 1.2% 0.0016 0.2% 19% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9986
2.618 0.9969
1.618 0.9959
1.000 0.9953
0.618 0.9949
HIGH 0.9943
0.618 0.9939
0.500 0.9938
0.382 0.9937
LOW 0.9933
0.618 0.9927
1.000 0.9923
1.618 0.9917
2.618 0.9907
4.250 0.9891
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 0.9938 0.9981
PP 0.9936 0.9965
S1 0.9935 0.9949

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

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