CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	28-May-2013	Change	Change %	Previous Week
Open	0.9674	0.9664	-0.0010	-0.1%	0.9694
High	0.9675	0.9671	-0.0004	0.0%	0.9760
Low	0.9632	0.9584	-0.0048	-0.5%	0.9595
Close	0.9650	0.9606	-0.0044	-0.5%	0.9650
Range	0.0043	0.0087	0.0044	102.3%	0.0165
ATR	0.0067	0.0069	0.0001	2.1%	0.0000
Volume	1,768	1,168	-600	-33.9%	6,964

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9831	0.9654
R3	0.9794	0.9744	0.9630
R2	0.9707	0.9707	0.9622
R1	0.9657	0.9657	0.9614	0.9639
PP	0.9620	0.9620	0.9620	0.9611
S1	0.9570	0.9570	0.9598	0.9552
S2	0.9533	0.9533	0.9590
S3	0.9446	0.9483	0.9582
S4	0.9359	0.9396	0.9558

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0072	0.9741
R3	0.9998	0.9907	0.9695
R2	0.9833	0.9833	0.9680
R1	0.9742	0.9742	0.9665	0.9705
PP	0.9668	0.9668	0.9668	0.9650
S1	0.9577	0.9577	0.9635	0.9540
S2	0.9503	0.9503	0.9620
S3	0.9338	0.9412	0.9605
S4	0.9173	0.9247	0.9559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9738	0.9584	0.0154	1.6%	0.0086	0.9%	14%	False	True	1,211
10	0.9881	0.9584	0.0297	3.1%	0.0082	0.9%	7%	False	True	1,111
20	0.9955	0.9584	0.0371	3.9%	0.0066	0.7%	6%	False	True	719
40	0.9955	0.9584	0.0371	3.9%	0.0056	0.6%	6%	False	True	433
60	0.9955	0.9584	0.0371	3.9%	0.0049	0.5%	6%	False	True	334
80	1.0000	0.9584	0.0416	4.3%	0.0046	0.5%	5%	False	True	276
100	1.0113	0.9584	0.0529	5.5%	0.0043	0.5%	4%	False	True	239
120	1.0113	0.9584	0.0529	5.5%	0.0038	0.4%	4%	False	True	201

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0041
2.618	0.9899
1.618	0.9812
1.000	0.9758
0.618	0.9725
HIGH	0.9671
0.618	0.9638
0.500	0.9628
0.382	0.9617
LOW	0.9584
0.618	0.9530
1.000	0.9497
1.618	0.9443
2.618	0.9356
4.250	0.9214

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	0.9628	0.9639
PP	0.9620	0.9628
S1	0.9613	0.9617

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