CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 18-Apr-2013

Day Change Summary
	Previous	Current
	17-Apr-2013	18-Apr-2013	Change	Change %	Previous Week
Open	0.9752	0.9714	-0.0038	-0.4%	0.9799
High	0.9752	0.9740	-0.0012	-0.1%	0.9880
Low	0.9680	0.9702	0.0022	0.2%	0.9760
Close	0.9702	0.9705	0.0003	0.0%	0.9829
Range	0.0072	0.0038	-0.0034	-47.2%	0.0120
ATR	0.0050	0.0049	-0.0001	-1.7%	0.0000
Volume	170	257	87	51.2%	699

Daily Pivots for day following 18-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9830	0.9805	0.9726
R3	0.9792	0.9767	0.9715
R2	0.9754	0.9754	0.9712
R1	0.9729	0.9729	0.9708	0.9723
PP	0.9716	0.9716	0.9716	0.9712
S1	0.9691	0.9691	0.9702	0.9685
S2	0.9678	0.9678	0.9698
S3	0.9640	0.9653	0.9695
S4	0.9602	0.9615	0.9684

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0126	0.9895
R3	1.0063	1.0006	0.9862
R2	0.9943	0.9943	0.9851
R1	0.9886	0.9886	0.9840	0.9915
PP	0.9823	0.9823	0.9823	0.9837
S1	0.9766	0.9766	0.9818	0.9795
S2	0.9703	0.9703	0.9807
S3	0.9583	0.9646	0.9796
S4	0.9463	0.9526	0.9763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9850	0.9680	0.0170	1.8%	0.0057	0.6%	15%	False	False	238
10	0.9880	0.9680	0.0200	2.1%	0.0053	0.5%	13%	False	False	190
20	0.9880	0.9680	0.0200	2.1%	0.0044	0.5%	13%	False	False	139
40	0.9880	0.9637	0.0243	2.5%	0.0042	0.4%	28%	False	False	156
60	1.0032	0.9637	0.0395	4.1%	0.0040	0.4%	17%	False	False	143
80	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	14%	False	False	109
100	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	14%	False	False	90

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9902
2.618	0.9839
1.618	0.9801
1.000	0.9778
0.618	0.9763
HIGH	0.9740
0.618	0.9725
0.500	0.9721
0.382	0.9717
LOW	0.9702
0.618	0.9679
1.000	0.9664
1.618	0.9641
2.618	0.9603
4.250	0.9541

Fisher Pivots for day following 18-Apr-2013
Pivot	1 day	3 day
R1	0.9721	0.9723
PP	0.9716	0.9717
S1	0.9710	0.9711

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