CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 0.9958 0.9969 0.0011 0.1% 0.9935
High 0.9975 0.9969 -0.0006 -0.1% 0.9935
Low 0.9958 0.9951 -0.0007 -0.1% 0.9899
Close 0.9969 0.9951 -0.0018 -0.2% 0.9916
Range 0.0017 0.0018 0.0001 5.9% 0.0036
ATR 0.0029 0.0029 -0.0001 -2.8% 0.0000
Volume 6 75 69 1,150.0% 149
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0011 0.9999 0.9961
R3 0.9993 0.9981 0.9956
R2 0.9975 0.9975 0.9954
R1 0.9963 0.9963 0.9953 0.9960
PP 0.9957 0.9957 0.9957 0.9956
S1 0.9945 0.9945 0.9949 0.9942
S2 0.9939 0.9939 0.9948
S3 0.9921 0.9927 0.9946
S4 0.9903 0.9909 0.9941
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% 0.0015 0.1% 68% False False 28
10 1.0028 0.9899 0.0129 1.3% 0.0020 0.2% 40% False False 29
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 1.0016
1.618 0.9998
1.000 0.9987
0.618 0.9980
HIGH 0.9969
0.618 0.9962
0.500 0.9960
0.382 0.9958
LOW 0.9951
0.618 0.9940
1.000 0.9933
1.618 0.9922
2.618 0.9904
4.250 0.9875
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 0.9960 0.9946
PP 0.9957 0.9942
S1 0.9954 0.9937

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

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