CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 02-May-2013

Day Change Summary
	Previous	Current
	01-May-2013	02-May-2013	Change	Change %	Previous Week
Open	0.9899	0.9898	-0.0001	0.0%	0.9719
High	0.9915	0.9908	-0.0007	-0.1%	0.9813
Low	0.9870	0.9862	-0.0008	-0.1%	0.9693
Close	0.9904	0.9893	-0.0011	-0.1%	0.9802
Range	0.0045	0.0046	0.0001	2.2%	0.0120
ATR	0.0047	0.0047	0.0000	-0.2%	0.0000
Volume	468	135	-333	-71.2%	629

Daily Pivots for day following 02-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	1.0005	0.9918
R3	0.9980	0.9959	0.9906
R2	0.9934	0.9934	0.9901
R1	0.9913	0.9913	0.9897	0.9901
PP	0.9888	0.9888	0.9888	0.9881
S1	0.9867	0.9867	0.9889	0.9855
S2	0.9842	0.9842	0.9885
S3	0.9796	0.9821	0.9880
S4	0.9750	0.9775	0.9868

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0086	0.9868
R3	1.0009	0.9966	0.9835
R2	0.9889	0.9889	0.9824
R1	0.9846	0.9846	0.9813	0.9868
PP	0.9769	0.9769	0.9769	0.9780
S1	0.9726	0.9726	0.9791	0.9748
S2	0.9649	0.9649	0.9780
S3	0.9529	0.9606	0.9769
S4	0.9409	0.9486	0.9736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9915	0.9764	0.0151	1.5%	0.0051	0.5%	85%	False	False	264
10	0.9915	0.9693	0.0222	2.2%	0.0043	0.4%	90%	False	False	181
20	0.9915	0.9680	0.0235	2.4%	0.0048	0.5%	91%	False	False	186
40	0.9915	0.9658	0.0257	2.6%	0.0042	0.4%	91%	False	False	153
60	1.0000	0.9637	0.0363	3.7%	0.0040	0.4%	71%	False	False	140
80	1.0113	0.9637	0.0476	4.8%	0.0038	0.4%	54%	False	False	131
100	1.0113	0.9637	0.0476	4.8%	0.0034	0.3%	54%	False	False	107
120	1.0113	0.9637	0.0476	4.8%	0.0030	0.3%	54%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0104
2.618	1.0028
1.618	0.9982
1.000	0.9954
0.618	0.9936
HIGH	0.9908
0.618	0.9890
0.500	0.9885
0.382	0.9880
LOW	0.9862
0.618	0.9834
1.000	0.9816
1.618	0.9788
2.618	0.9742
4.250	0.9667

Fisher Pivots for day following 02-May-2013
Pivot	1 day	3 day
R1	0.9890	0.9889
PP	0.9888	0.9885
S1	0.9885	0.9882

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