CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	0.9703	0.9721	0.0018	0.2%	0.9820
High	0.9720	0.9785	0.0065	0.7%	0.9820
Low	0.9698	0.9721	0.0023	0.2%	0.9680
Close	0.9720	0.9770	0.0050	0.5%	0.9710
Range	0.0022	0.0064	0.0042	190.9%	0.0140
ATR	0.0044	0.0045	0.0002	3.4%	0.0000
Volume	140	69	-71	-50.7%	1,139

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9924	0.9805
R3	0.9887	0.9860	0.9788
R2	0.9823	0.9823	0.9782
R1	0.9796	0.9796	0.9776	0.9810
PP	0.9759	0.9759	0.9759	0.9765
S1	0.9732	0.9732	0.9764	0.9746
S2	0.9695	0.9695	0.9758
S3	0.9631	0.9668	0.9752
S4	0.9567	0.9604	0.9735

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	0.9785	0.9693	0.0092	0.9%	0.0035	0.4%	84%	True	False	99
10	0.9850	0.9680	0.0170	1.7%	0.0046	0.5%	53%	False	False	168
20	0.9880	0.9680	0.0200	2.0%	0.0043	0.4%	45%	False	False	136
40	0.9880	0.9637	0.0243	2.5%	0.0041	0.4%	55%	False	False	141
60	1.0000	0.9637	0.0363	3.7%	0.0039	0.4%	37%	False	False	123
80	1.0113	0.9637	0.0476	4.9%	0.0037	0.4%	28%	False	False	115
100	1.0113	0.9637	0.0476	4.9%	0.0032	0.3%	28%	False	False	94
120	1.0113	0.9637	0.0476	4.9%	0.0029	0.3%	28%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0057
2.618	0.9953
1.618	0.9889
1.000	0.9849
0.618	0.9825
HIGH	0.9785
0.618	0.9761
0.500	0.9753
0.382	0.9745
LOW	0.9721
0.618	0.9681
1.000	0.9657
1.618	0.9617
2.618	0.9553
4.250	0.9449

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	0.9764	0.9760
PP	0.9759	0.9749
S1	0.9753	0.9739

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