CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 0.9793 0.9808 0.0015 0.2% 0.9737
High 0.9800 0.9835 0.0035 0.4% 0.9820
Low 0.9787 0.9807 0.0020 0.2% 0.9735
Close 0.9800 0.9818 0.0018 0.2% 0.9801
Range 0.0013 0.0028 0.0015 115.4% 0.0085
ATR 0.0040 0.0039 0.0000 -0.8% 0.0000
Volume 49 18 -31 -63.3% 474
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9904 0.9889 0.9833
R3 0.9876 0.9861 0.9826
R2 0.9848 0.9848 0.9823
R1 0.9833 0.9833 0.9821 0.9841
PP 0.9820 0.9820 0.9820 0.9824
S1 0.9805 0.9805 0.9815 0.9813
S2 0.9792 0.9792 0.9813
S3 0.9764 0.9777 0.9810
S4 0.9736 0.9749 0.9803
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 0.9835 0.9760 0.0075 0.8% 0.0030 0.3% 77% True False 103
10 0.9835 0.9687 0.0148 1.5% 0.0034 0.3% 89% True False 95
20 0.9835 0.9640 0.0195 2.0% 0.0035 0.4% 91% True False 117
40 1.0000 0.9637 0.0363 3.7% 0.0036 0.4% 50% False False 117
60 1.0113 0.9637 0.0476 4.8% 0.0035 0.4% 38% False False 111
80 1.0113 0.9637 0.0476 4.8% 0.0029 0.3% 38% False False 86
100 1.0113 0.9637 0.0476 4.8% 0.0027 0.3% 38% False False 73
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9954
2.618 0.9908
1.618 0.9880
1.000 0.9863
0.618 0.9852
HIGH 0.9835
0.618 0.9824
0.500 0.9821
0.382 0.9818
LOW 0.9807
0.618 0.9790
1.000 0.9779
1.618 0.9762
2.618 0.9734
4.250 0.9688
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 0.9821 0.9816
PP 0.9820 0.9813
S1 0.9819 0.9811

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

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