CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 0.9705 0.9650 -0.0055 -0.6% 0.9726
High 0.9705 0.9698 -0.0007 -0.1% 0.9731
Low 0.9665 0.9637 -0.0028 -0.3% 0.9637
Close 0.9667 0.9682 0.0015 0.2% 0.9682
Range 0.0040 0.0061 0.0021 52.5% 0.0094
ATR 0.0044 0.0045 0.0001 2.9% 0.0000
Volume 78 324 246 315.4% 1,401
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9855 0.9830 0.9716
R3 0.9794 0.9769 0.9699
R2 0.9733 0.9733 0.9693
R1 0.9708 0.9708 0.9688 0.9721
PP 0.9672 0.9672 0.9672 0.9679
S1 0.9647 0.9647 0.9676 0.9660
S2 0.9611 0.9611 0.9671
S3 0.9550 0.9586 0.9665
S4 0.9489 0.9525 0.9648
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9965 0.9918 0.9734
R3 0.9871 0.9824 0.9708
R2 0.9777 0.9777 0.9699
R1 0.9730 0.9730 0.9691 0.9707
PP 0.9683 0.9683 0.9683 0.9672
S1 0.9636 0.9636 0.9673 0.9613
S2 0.9589 0.9589 0.9665
S3 0.9495 0.9542 0.9656
S4 0.9401 0.9448 0.9630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9731 0.9637 0.0094 1.0% 0.0041 0.4% 48% False True 280
10 0.9908 0.9637 0.0271 2.8% 0.0045 0.5% 17% False True 164
20 1.0000 0.9637 0.0363 3.7% 0.0036 0.4% 12% False True 101
40 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 9% False True 98
60 1.0113 0.9637 0.0476 4.9% 0.0027 0.3% 9% False True 69
80 1.0113 0.9637 0.0476 4.9% 0.0024 0.3% 9% False True 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9957
2.618 0.9858
1.618 0.9797
1.000 0.9759
0.618 0.9736
HIGH 0.9698
0.618 0.9675
0.500 0.9668
0.382 0.9660
LOW 0.9637
0.618 0.9599
1.000 0.9576
1.618 0.9538
2.618 0.9477
4.250 0.9378
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 0.9677 0.9684
PP 0.9672 0.9683
S1 0.9668 0.9683

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

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