CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 0.9750 0.9734 -0.0016 -0.2% 0.9684
High 0.9759 0.9734 -0.0025 -0.3% 0.9780
Low 0.9720 0.9687 -0.0033 -0.3% 0.9684
Close 0.9749 0.9694 -0.0055 -0.6% 0.9769
Range 0.0039 0.0047 0.0008 20.5% 0.0096
ATR 0.0041 0.0043 0.0001 3.5% 0.0000
Volume 157 49 -108 -68.8% 841
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9846 0.9817 0.9720
R3 0.9799 0.9770 0.9707
R2 0.9752 0.9752 0.9703
R1 0.9723 0.9723 0.9698 0.9714
PP 0.9705 0.9705 0.9705 0.9701
S1 0.9676 0.9676 0.9690 0.9667
S2 0.9658 0.9658 0.9685
S3 0.9611 0.9629 0.9681
S4 0.9564 0.9582 0.9668
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0032 0.9997 0.9822
R3 0.9936 0.9901 0.9795
R2 0.9840 0.9840 0.9787
R1 0.9805 0.9805 0.9778 0.9823
PP 0.9744 0.9744 0.9744 0.9753
S1 0.9709 0.9709 0.9760 0.9727
S2 0.9648 0.9648 0.9751
S3 0.9552 0.9613 0.9743
S4 0.9456 0.9517 0.9716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9780 0.9687 0.0093 1.0% 0.0041 0.4% 8% False True 159
10 0.9780 0.9640 0.0140 1.4% 0.0039 0.4% 39% False False 140
20 0.9820 0.9637 0.0183 1.9% 0.0040 0.4% 31% False False 171
40 1.0032 0.9637 0.0395 4.1% 0.0038 0.4% 14% False False 141
60 1.0113 0.9637 0.0476 4.9% 0.0032 0.3% 12% False False 97
80 1.0113 0.9637 0.0476 4.9% 0.0027 0.3% 12% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9857
1.618 0.9810
1.000 0.9781
0.618 0.9763
HIGH 0.9734
0.618 0.9716
0.500 0.9711
0.382 0.9705
LOW 0.9687
0.618 0.9658
1.000 0.9640
1.618 0.9611
2.618 0.9564
4.250 0.9487
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 0.9711 0.9734
PP 0.9705 0.9720
S1 0.9700 0.9707

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

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