CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 0.9665 0.9658 -0.0007 -0.1% 0.9675
High 0.9680 0.9730 0.0050 0.5% 0.9730
Low 0.9665 0.9658 -0.0007 -0.1% 0.9640
Close 0.9680 0.9680 0.0000 0.0% 0.9680
Range 0.0015 0.0072 0.0057 380.0% 0.0090
ATR 0.0042 0.0044 0.0002 5.1% 0.0000
Volume 46 281 235 510.9% 785
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9905 0.9865 0.9720
R3 0.9833 0.9793 0.9700
R2 0.9761 0.9761 0.9693
R1 0.9721 0.9721 0.9687 0.9741
PP 0.9689 0.9689 0.9689 0.9700
S1 0.9649 0.9649 0.9673 0.9669
S2 0.9617 0.9617 0.9667
S3 0.9545 0.9577 0.9660
S4 0.9473 0.9505 0.9640
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9953 0.9907 0.9730
R3 0.9863 0.9817 0.9705
R2 0.9773 0.9773 0.9697
R1 0.9727 0.9727 0.9688 0.9750
PP 0.9683 0.9683 0.9683 0.9695
S1 0.9637 0.9637 0.9672 0.9660
S2 0.9593 0.9593 0.9664
S3 0.9503 0.9547 0.9655
S4 0.9413 0.9457 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9640 0.0090 0.9% 0.0040 0.4% 44% True False 157
10 0.9731 0.9637 0.0094 1.0% 0.0041 0.4% 46% False False 218
20 0.9950 0.9637 0.0313 3.2% 0.0039 0.4% 14% False False 124
40 1.0113 0.9637 0.0476 4.9% 0.0037 0.4% 9% False False 117
60 1.0113 0.9637 0.0476 4.9% 0.0029 0.3% 9% False False 81
80 1.0113 0.9637 0.0476 4.9% 0.0025 0.3% 9% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0036
2.618 0.9918
1.618 0.9846
1.000 0.9802
0.618 0.9774
HIGH 0.9730
0.618 0.9702
0.500 0.9694
0.382 0.9686
LOW 0.9658
0.618 0.9614
1.000 0.9586
1.618 0.9542
2.618 0.9470
4.250 0.9352
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 0.9694 0.9685
PP 0.9689 0.9683
S1 0.9685 0.9682

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

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