CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 0.9721 0.9717 -0.0004 0.0% 0.9684
High 0.9726 0.9768 0.0042 0.4% 0.9780
Low 0.9708 0.9717 0.0009 0.1% 0.9684
Close 0.9720 0.9727 0.0007 0.1% 0.9769
Range 0.0018 0.0051 0.0033 183.3% 0.0096
ATR 0.0042 0.0043 0.0001 1.5% 0.0000
Volume 146 71 -75 -51.4% 841
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9890 0.9860 0.9755
R3 0.9839 0.9809 0.9741
R2 0.9788 0.9788 0.9736
R1 0.9758 0.9758 0.9732 0.9773
PP 0.9737 0.9737 0.9737 0.9745
S1 0.9707 0.9707 0.9722 0.9722
S2 0.9686 0.9686 0.9718
S3 0.9635 0.9656 0.9713
S4 0.9584 0.9605 0.9699
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% 0.0038 0.4% 43% False False 103
10 0.9780 0.9658 0.0122 1.3% 0.0038 0.4% 57% False False 154
20 0.9785 0.9637 0.0148 1.5% 0.0039 0.4% 61% False False 175
40 1.0000 0.9637 0.0363 3.7% 0.0037 0.4% 25% False False 146
60 1.0113 0.9637 0.0476 4.9% 0.0033 0.3% 19% False False 100
80 1.0113 0.9637 0.0476 4.9% 0.0028 0.3% 19% False False 79
100 1.0113 0.9637 0.0476 4.9% 0.0025 0.3% 19% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9985
2.618 0.9902
1.618 0.9851
1.000 0.9819
0.618 0.9800
HIGH 0.9768
0.618 0.9749
0.500 0.9743
0.382 0.9736
LOW 0.9717
0.618 0.9685
1.000 0.9666
1.618 0.9634
2.618 0.9583
4.250 0.9500
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 0.9743 0.9728
PP 0.9737 0.9727
S1 0.9732 0.9727

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

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