CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 0.9816 0.9822 0.0006 0.1% 0.9737
High 0.9837 0.9860 0.0023 0.2% 0.9820
Low 0.9816 0.9804 -0.0012 -0.1% 0.9735
Close 0.9821 0.9847 0.0026 0.3% 0.9801
Range 0.0021 0.0056 0.0035 166.7% 0.0085
ATR 0.0038 0.0039 0.0001 3.4% 0.0000
Volume 61 63 2 3.3% 474
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0005 0.9982 0.9878
R3 0.9949 0.9926 0.9862
R2 0.9893 0.9893 0.9857
R1 0.9870 0.9870 0.9852 0.9882
PP 0.9837 0.9837 0.9837 0.9843
S1 0.9814 0.9814 0.9842 0.9826
S2 0.9781 0.9781 0.9837
S3 0.9725 0.9758 0.9832
S4 0.9669 0.9702 0.9816
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 0.9860 0.9787 0.0073 0.7% 0.0028 0.3% 82% True False 65
10 0.9860 0.9710 0.0150 1.5% 0.0036 0.4% 91% True False 88
20 0.9860 0.9658 0.0202 2.1% 0.0035 0.4% 94% True False 120
40 1.0000 0.9637 0.0363 3.7% 0.0036 0.4% 58% False False 117
60 1.0113 0.9637 0.0476 4.8% 0.0035 0.4% 44% False False 113
80 1.0113 0.9637 0.0476 4.8% 0.0030 0.3% 44% False False 87
100 1.0113 0.9637 0.0476 4.8% 0.0027 0.3% 44% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 1.0007
1.618 0.9951
1.000 0.9916
0.618 0.9895
HIGH 0.9860
0.618 0.9839
0.500 0.9832
0.382 0.9825
LOW 0.9804
0.618 0.9769
1.000 0.9748
1.618 0.9713
2.618 0.9657
4.250 0.9566
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 0.9842 0.9842
PP 0.9837 0.9837
S1 0.9832 0.9832

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

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