CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 0.9726 0.9712 -0.0014 -0.1% 0.9880
High 0.9726 0.9712 -0.0014 -0.1% 0.9880
Low 0.9698 0.9671 -0.0027 -0.3% 0.9712
Close 0.9702 0.9705 0.0003 0.0% 0.9731
Range 0.0028 0.0041 0.0013 46.4% 0.0168
ATR 0.0042 0.0042 0.0000 -0.2% 0.0000
Volume 216 502 286 132.4% 238
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9819 0.9803 0.9728
R3 0.9778 0.9762 0.9716
R2 0.9737 0.9737 0.9713
R1 0.9721 0.9721 0.9709 0.9709
PP 0.9696 0.9696 0.9696 0.9690
S1 0.9680 0.9680 0.9701 0.9668
S2 0.9655 0.9655 0.9697
S3 0.9614 0.9639 0.9694
S4 0.9573 0.9598 0.9682
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 0.9820 0.9671 0.0149 1.5% 0.0045 0.5% 23% False True 184
10 0.9950 0.9671 0.0279 2.9% 0.0039 0.4% 12% False True 99
20 1.0000 0.9671 0.0329 3.4% 0.0036 0.4% 10% False True 93
40 1.0113 0.9671 0.0442 4.6% 0.0033 0.3% 8% False True 82
60 1.0113 0.9671 0.0442 4.6% 0.0025 0.3% 8% False True 58
80 1.0113 0.9671 0.0442 4.6% 0.0023 0.2% 8% False True 50
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9886
2.618 0.9819
1.618 0.9778
1.000 0.9753
0.618 0.9737
HIGH 0.9712
0.618 0.9696
0.500 0.9692
0.382 0.9687
LOW 0.9671
0.618 0.9646
1.000 0.9630
1.618 0.9605
2.618 0.9564
4.250 0.9497
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 0.9701 0.9728
PP 0.9696 0.9720
S1 0.9692 0.9713

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

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