CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 0.9700 0.9665 -0.0035 -0.4% 0.9726
High 0.9707 0.9680 -0.0027 -0.3% 0.9731
Low 0.9640 0.9665 0.0025 0.3% 0.9637
Close 0.9657 0.9680 0.0023 0.2% 0.9682
Range 0.0067 0.0015 -0.0052 -77.6% 0.0094
ATR 0.0044 0.0042 -0.0001 -3.4% 0.0000
Volume 35 46 11 31.4% 1,401
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9720 0.9715 0.9688
R3 0.9705 0.9700 0.9684
R2 0.9690 0.9690 0.9683
R1 0.9685 0.9685 0.9681 0.9688
PP 0.9675 0.9675 0.9675 0.9676
S1 0.9670 0.9670 0.9679 0.9673
S2 0.9660 0.9660 0.9677
S3 0.9645 0.9655 0.9676
S4 0.9630 0.9640 0.9672
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 0.9707 0.9637 0.0070 0.7% 0.0038 0.4% 61% False False 165
10 0.9785 0.9637 0.0148 1.5% 0.0041 0.4% 29% False False 196
20 1.0000 0.9637 0.0363 3.8% 0.0037 0.4% 12% False False 114
40 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 9% False False 110
60 1.0113 0.9637 0.0476 4.9% 0.0028 0.3% 9% False False 77
80 1.0113 0.9637 0.0476 4.9% 0.0025 0.3% 9% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9744
2.618 0.9719
1.618 0.9704
1.000 0.9695
0.618 0.9689
HIGH 0.9680
0.618 0.9674
0.500 0.9673
0.382 0.9671
LOW 0.9665
0.618 0.9656
1.000 0.9650
1.618 0.9641
2.618 0.9626
4.250 0.9601
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 0.9678 0.9678
PP 0.9675 0.9676
S1 0.9673 0.9674

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

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