CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 0.9700 0.9703 0.0003 0.0% 0.9675
High 0.9710 0.9719 0.0009 0.1% 0.9730
Low 0.9700 0.9688 -0.0012 -0.1% 0.9640
Close 0.9704 0.9693 -0.0011 -0.1% 0.9680
Range 0.0010 0.0031 0.0021 210.0% 0.0090
ATR 0.0041 0.0040 -0.0001 -1.7% 0.0000
Volume 101 446 345 341.6% 785
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9793 0.9774 0.9710
R3 0.9762 0.9743 0.9702
R2 0.9731 0.9731 0.9699
R1 0.9712 0.9712 0.9696 0.9706
PP 0.9700 0.9700 0.9700 0.9697
S1 0.9681 0.9681 0.9690 0.9675
S2 0.9669 0.9669 0.9687
S3 0.9638 0.9650 0.9684
S4 0.9607 0.9619 0.9676
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 0.9658 0.0072 0.7% 0.0030 0.3% 49% False False 205
10 0.9730 0.9637 0.0093 1.0% 0.0036 0.4% 60% False False 188
20 0.9950 0.9637 0.0313 3.2% 0.0037 0.4% 18% False False 157
40 1.0105 0.9637 0.0468 4.8% 0.0037 0.4% 12% False False 133
60 1.0113 0.9637 0.0476 4.9% 0.0030 0.3% 12% False False 92
80 1.0113 0.9637 0.0476 4.9% 0.0026 0.3% 12% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9851
2.618 0.9800
1.618 0.9769
1.000 0.9750
0.618 0.9738
HIGH 0.9719
0.618 0.9707
0.500 0.9704
0.382 0.9700
LOW 0.9688
0.618 0.9669
1.000 0.9657
1.618 0.9638
2.618 0.9607
4.250 0.9556
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 0.9704 0.9702
PP 0.9700 0.9699
S1 0.9697 0.9696

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

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