CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Apr-2013

Day Change Summary
	Previous	Current
	04-Apr-2013	05-Apr-2013	Change	Change %	Previous Week
Open	0.9822	0.9826	0.0004	0.0%	0.9793
High	0.9860	0.9826	-0.0034	-0.3%	0.9860
Low	0.9804	0.9735	-0.0069	-0.7%	0.9735
Close	0.9847	0.9791	-0.0056	-0.6%	0.9791
Range	0.0056	0.0091	0.0035	62.5%	0.0125
ATR	0.0039	0.0044	0.0005	13.3%	0.0000
Volume	63	170	107	169.8%	361

Daily Pivots for day following 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0057	1.0015	0.9841
R3	0.9966	0.9924	0.9816
R2	0.9875	0.9875	0.9808
R1	0.9833	0.9833	0.9799	0.9809
PP	0.9784	0.9784	0.9784	0.9772
S1	0.9742	0.9742	0.9783	0.9718
S2	0.9693	0.9693	0.9774
S3	0.9602	0.9651	0.9766
S4	0.9511	0.9560	0.9741

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0170	1.0106	0.9860
R3	1.0045	0.9981	0.9825
R2	0.9920	0.9920	0.9814
R1	0.9856	0.9856	0.9802	0.9826
PP	0.9795	0.9795	0.9795	0.9780
S1	0.9731	0.9731	0.9780	0.9701
S2	0.9670	0.9670	0.9768
S3	0.9545	0.9606	0.9757
S4	0.9420	0.9481	0.9722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9735	0.0125	1.3%	0.0042	0.4%	45%	False	True	72
10	0.9860	0.9710	0.0150	1.5%	0.0040	0.4%	54%	False	False	98
20	0.9860	0.9658	0.0202	2.1%	0.0039	0.4%	66%	False	False	126
40	1.0000	0.9637	0.0363	3.7%	0.0038	0.4%	42%	False	False	120
60	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	32%	False	False	115
80	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	32%	False	False	89
100	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	32%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	1.0213
2.618	1.0064
1.618	0.9973
1.000	0.9917
0.618	0.9882
HIGH	0.9826
0.618	0.9791
0.500	0.9781
0.382	0.9770
LOW	0.9735
0.618	0.9679
1.000	0.9644
1.618	0.9588
2.618	0.9497
4.250	0.9348

Fisher Pivots for day following 05-Apr-2013
Pivot	1 day	3 day
R1	0.9788	0.9798
PP	0.9784	0.9795
S1	0.9781	0.9793

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols