CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 0.9658 0.9684 0.0026 0.3% 0.9675
High 0.9730 0.9704 -0.0026 -0.3% 0.9730
Low 0.9658 0.9684 0.0026 0.3% 0.9640
Close 0.9680 0.9704 0.0024 0.2% 0.9680
Range 0.0072 0.0020 -0.0052 -72.2% 0.0090
ATR 0.0044 0.0043 -0.0001 -3.3% 0.0000
Volume 281 151 -130 -46.3% 785
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9757 0.9751 0.9715
R3 0.9737 0.9731 0.9710
R2 0.9717 0.9717 0.9708
R1 0.9711 0.9711 0.9706 0.9714
PP 0.9697 0.9697 0.9697 0.9699
S1 0.9691 0.9691 0.9702 0.9694
S2 0.9677 0.9677 0.9700
S3 0.9657 0.9671 0.9699
S4 0.9637 0.9651 0.9693
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% 0.0039 0.4% 71% False False 107
10 0.9731 0.9637 0.0094 1.0% 0.0040 0.4% 71% False False 212
20 0.9950 0.9637 0.0313 3.2% 0.0039 0.4% 21% False False 131
40 1.0113 0.9637 0.0476 4.9% 0.0037 0.4% 14% False False 120
60 1.0113 0.9637 0.0476 4.9% 0.0029 0.3% 14% False False 83
80 1.0113 0.9637 0.0476 4.9% 0.0026 0.3% 14% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9789
2.618 0.9756
1.618 0.9736
1.000 0.9724
0.618 0.9716
HIGH 0.9704
0.618 0.9696
0.500 0.9694
0.382 0.9692
LOW 0.9684
0.618 0.9672
1.000 0.9664
1.618 0.9652
2.618 0.9632
4.250 0.9599
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 0.9701 0.9701
PP 0.9697 0.9697
S1 0.9694 0.9694

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

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