CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 0.9734 0.9721 -0.0013 -0.1% 0.9684
High 0.9734 0.9726 -0.0008 -0.1% 0.9780
Low 0.9687 0.9708 0.0021 0.2% 0.9684
Close 0.9694 0.9720 0.0026 0.3% 0.9769
Range 0.0047 0.0018 -0.0029 -61.7% 0.0096
ATR 0.0043 0.0042 -0.0001 -1.8% 0.0000
Volume 49 146 97 198.0% 841
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9772 0.9764 0.9730
R3 0.9754 0.9746 0.9725
R2 0.9736 0.9736 0.9723
R1 0.9728 0.9728 0.9722 0.9723
PP 0.9718 0.9718 0.9718 0.9716
S1 0.9710 0.9710 0.9718 0.9705
S2 0.9700 0.9700 0.9717
S3 0.9682 0.9692 0.9715
S4 0.9664 0.9674 0.9710
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% 0.0039 0.4% 35% False False 99
10 0.9780 0.9658 0.0122 1.3% 0.0034 0.4% 51% False False 152
20 0.9794 0.9637 0.0157 1.6% 0.0039 0.4% 53% False False 174
40 1.0032 0.9637 0.0395 4.1% 0.0038 0.4% 21% False False 144
60 1.0113 0.9637 0.0476 4.9% 0.0033 0.3% 17% False False 99
80 1.0113 0.9637 0.0476 4.9% 0.0028 0.3% 17% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9803
2.618 0.9773
1.618 0.9755
1.000 0.9744
0.618 0.9737
HIGH 0.9726
0.618 0.9719
0.500 0.9717
0.382 0.9715
LOW 0.9708
0.618 0.9697
1.000 0.9690
1.618 0.9679
2.618 0.9661
4.250 0.9632
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 0.9719 0.9723
PP 0.9718 0.9722
S1 0.9717 0.9721

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

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