CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 0.9794 0.9785 -0.0009 -0.1% 0.9880
High 0.9794 0.9785 -0.0009 -0.1% 0.9880
Low 0.9755 0.9712 -0.0043 -0.4% 0.9712
Close 0.9765 0.9731 -0.0034 -0.3% 0.9731
Range 0.0039 0.0073 0.0034 87.2% 0.0168
ATR 0.0041 0.0043 0.0002 5.7% 0.0000
Volume 44 62 18 40.9% 238
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9962 0.9919 0.9771
R3 0.9889 0.9846 0.9751
R2 0.9816 0.9816 0.9744
R1 0.9773 0.9773 0.9738 0.9758
PP 0.9743 0.9743 0.9743 0.9735
S1 0.9700 0.9700 0.9724 0.9685
S2 0.9670 0.9670 0.9718
S3 0.9597 0.9627 0.9711
S4 0.9524 0.9554 0.9691
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0278 1.0173 0.9823
R3 1.0110 1.0005 0.9777
R2 0.9942 0.9942 0.9762
R1 0.9837 0.9837 0.9746 0.9806
PP 0.9774 0.9774 0.9774 0.9759
S1 0.9669 0.9669 0.9716 0.9638
S2 0.9606 0.9606 0.9700
S3 0.9438 0.9501 0.9685
S4 0.9270 0.9333 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9908 0.9712 0.0196 2.0% 0.0049 0.5% 10% False True 48
10 0.9950 0.9712 0.0238 2.4% 0.0037 0.4% 8% False True 29
20 1.0000 0.9712 0.0288 3.0% 0.0037 0.4% 7% False True 116
40 1.0113 0.9712 0.0401 4.1% 0.0032 0.3% 5% False True 64
60 1.0113 0.9712 0.0401 4.1% 0.0025 0.3% 5% False True 47
80 1.0113 0.9712 0.0401 4.1% 0.0022 0.2% 5% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 0.9976
1.618 0.9903
1.000 0.9858
0.618 0.9830
HIGH 0.9785
0.618 0.9757
0.500 0.9749
0.382 0.9740
LOW 0.9712
0.618 0.9667
1.000 0.9639
1.618 0.9594
2.618 0.9521
4.250 0.9402
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 0.9749 0.9766
PP 0.9743 0.9754
S1 0.9737 0.9743

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

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