CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 0.9804 0.9793 -0.0011 -0.1% 0.9737
High 0.9820 0.9800 -0.0020 -0.2% 0.9820
Low 0.9797 0.9787 -0.0010 -0.1% 0.9735
Close 0.9801 0.9800 -0.0001 0.0% 0.9801
Range 0.0023 0.0013 -0.0010 -43.5% 0.0085
ATR 0.0042 0.0040 -0.0002 -4.7% 0.0000
Volume 137 49 -88 -64.2% 474
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9835 0.9830 0.9807
R3 0.9822 0.9817 0.9804
R2 0.9809 0.9809 0.9802
R1 0.9804 0.9804 0.9801 0.9807
PP 0.9796 0.9796 0.9796 0.9797
S1 0.9791 0.9791 0.9799 0.9794
S2 0.9783 0.9783 0.9798
S3 0.9770 0.9778 0.9796
S4 0.9757 0.9765 0.9793
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0040 1.0006 0.9848
R3 0.9955 0.9921 0.9824
R2 0.9870 0.9870 0.9817
R1 0.9836 0.9836 0.9809 0.9853
PP 0.9785 0.9785 0.9785 0.9794
S1 0.9751 0.9751 0.9793 0.9768
S2 0.9700 0.9700 0.9785
S3 0.9615 0.9666 0.9778
S4 0.9530 0.9581 0.9754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9735 0.0085 0.9% 0.0033 0.3% 76% False False 104
10 0.9820 0.9687 0.0133 1.4% 0.0035 0.4% 85% False False 109
20 0.9820 0.9640 0.0180 1.8% 0.0035 0.4% 89% False False 136
40 1.0000 0.9637 0.0363 3.7% 0.0036 0.4% 45% False False 119
60 1.0113 0.9637 0.0476 4.9% 0.0035 0.4% 34% False False 111
80 1.0113 0.9637 0.0476 4.9% 0.0029 0.3% 34% False False 86
100 1.0113 0.9637 0.0476 4.9% 0.0027 0.3% 34% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9855
2.618 0.9834
1.618 0.9821
1.000 0.9813
0.618 0.9808
HIGH 0.9800
0.618 0.9795
0.500 0.9794
0.382 0.9792
LOW 0.9787
0.618 0.9779
1.000 0.9774
1.618 0.9766
2.618 0.9753
4.250 0.9732
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 0.9798 0.9799
PP 0.9796 0.9797
S1 0.9794 0.9796

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

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