CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 19-Apr-2013

Day Change Summary
	Previous	Current
	18-Apr-2013	19-Apr-2013	Change	Change %	Previous Week
Open	0.9714	0.9733	0.0019	0.2%	0.9820
High	0.9740	0.9738	-0.0002	0.0%	0.9820
Low	0.9702	0.9708	0.0006	0.1%	0.9680
Close	0.9705	0.9710	0.0005	0.1%	0.9710
Range	0.0038	0.0030	-0.0008	-21.1%	0.0140
ATR	0.0049	0.0048	-0.0001	-2.3%	0.0000
Volume	257	103	-154	-59.9%	1,139

Daily Pivots for day following 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9809	0.9789	0.9727
R3	0.9779	0.9759	0.9718
R2	0.9749	0.9749	0.9716
R1	0.9729	0.9729	0.9713	0.9724
PP	0.9719	0.9719	0.9719	0.9716
S1	0.9699	0.9699	0.9707	0.9694
S2	0.9689	0.9689	0.9705
S3	0.9659	0.9669	0.9702
S4	0.9629	0.9639	0.9694

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0157	1.0073	0.9787
R3	1.0017	0.9933	0.9749
R2	0.9877	0.9877	0.9736
R1	0.9793	0.9793	0.9723	0.9765
PP	0.9737	0.9737	0.9737	0.9723
S1	0.9653	0.9653	0.9697	0.9625
S2	0.9597	0.9597	0.9684
S3	0.9457	0.9513	0.9672
S4	0.9317	0.9373	0.9633

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9820	0.9680	0.0140	1.4%	0.0058	0.6%	21%	False	False	227
10	0.9880	0.9680	0.0200	2.1%	0.0047	0.5%	15%	False	False	183
20	0.9880	0.9680	0.0200	2.1%	0.0043	0.4%	15%	False	False	141
40	0.9880	0.9637	0.0243	2.5%	0.0041	0.4%	30%	False	False	158
60	1.0000	0.9637	0.0363	3.7%	0.0039	0.4%	20%	False	False	144
80	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	15%	False	False	110
100	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	15%	False	False	91
120	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	15%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9866
2.618	0.9817
1.618	0.9787
1.000	0.9768
0.618	0.9757
HIGH	0.9738
0.618	0.9727
0.500	0.9723
0.382	0.9719
LOW	0.9708
0.618	0.9689
1.000	0.9678
1.618	0.9659
2.618	0.9629
4.250	0.9581

Fisher Pivots for day following 19-Apr-2013
Pivot	1 day	3 day
R1	0.9723	0.9716
PP	0.9719	0.9714
S1	0.9714	0.9712

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