CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 0.9785 0.9726 -0.0059 -0.6% 0.9880
High 0.9785 0.9726 -0.0059 -0.6% 0.9880
Low 0.9712 0.9698 -0.0014 -0.1% 0.9712
Close 0.9731 0.9702 -0.0029 -0.3% 0.9731
Range 0.0073 0.0028 -0.0045 -61.6% 0.0168
ATR 0.0043 0.0042 -0.0001 -1.7% 0.0000
Volume 62 216 154 248.4% 238
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9793 0.9775 0.9717
R3 0.9765 0.9747 0.9710
R2 0.9737 0.9737 0.9707
R1 0.9719 0.9719 0.9705 0.9714
PP 0.9709 0.9709 0.9709 0.9706
S1 0.9691 0.9691 0.9699 0.9686
S2 0.9681 0.9681 0.9697
S3 0.9653 0.9663 0.9694
S4 0.9625 0.9635 0.9687
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 0.9880 0.9698 0.0182 1.9% 0.0048 0.5% 2% False True 90
10 0.9950 0.9698 0.0252 2.6% 0.0037 0.4% 2% False True 51
20 1.0000 0.9698 0.0302 3.1% 0.0035 0.4% 1% False True 112
40 1.0113 0.9698 0.0415 4.3% 0.0032 0.3% 1% False True 69
60 1.0113 0.9698 0.0415 4.3% 0.0025 0.3% 1% False True 51
80 1.0113 0.9698 0.0415 4.3% 0.0023 0.2% 1% False True 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9845
2.618 0.9799
1.618 0.9771
1.000 0.9754
0.618 0.9743
HIGH 0.9726
0.618 0.9715
0.500 0.9712
0.382 0.9709
LOW 0.9698
0.618 0.9681
1.000 0.9670
1.618 0.9653
2.618 0.9625
4.250 0.9579
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 0.9712 0.9746
PP 0.9709 0.9731
S1 0.9705 0.9717

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

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