CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 0.9923 0.9958 0.0035 0.4% 0.9935
High 0.9928 0.9975 0.0047 0.5% 0.9935
Low 0.9899 0.9958 0.0059 0.6% 0.9899
Close 0.9916 0.9969 0.0053 0.5% 0.9916
Range 0.0029 0.0017 -0.0012 -41.4% 0.0036
ATR 0.0027 0.0029 0.0002 8.4% 0.0000
Volume 5 6 1 20.0% 149
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0018 1.0011 0.9978
R3 1.0001 0.9994 0.9974
R2 0.9984 0.9984 0.9972
R1 0.9977 0.9977 0.9971 0.9981
PP 0.9967 0.9967 0.9967 0.9969
S1 0.9960 0.9960 0.9967 0.9964
S2 0.9950 0.9950 0.9966
S3 0.9933 0.9943 0.9964
S4 0.9916 0.9926 0.9960
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0025 1.0006 0.9936
R3 0.9989 0.9970 0.9926
R2 0.9953 0.9953 0.9923
R1 0.9934 0.9934 0.9919 0.9926
PP 0.9917 0.9917 0.9917 0.9912
S1 0.9898 0.9898 0.9913 0.9890
S2 0.9881 0.9881 0.9909
S3 0.9845 0.9862 0.9906
S4 0.9809 0.9826 0.9896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9899 0.0076 0.8% 0.0012 0.1% 92% True False 22
10 1.0028 0.9899 0.0129 1.3% 0.0018 0.2% 54% False False 22
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 1.0047
2.618 1.0020
1.618 1.0003
1.000 0.9992
0.618 0.9986
HIGH 0.9975
0.618 0.9969
0.500 0.9967
0.382 0.9964
LOW 0.9958
0.618 0.9947
1.000 0.9941
1.618 0.9930
2.618 0.9913
4.250 0.9886
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 0.9968 0.9958
PP 0.9967 0.9948
S1 0.9967 0.9937

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

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