CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 0.9888 0.9850 -0.0038 -0.4% 0.9964
High 0.9888 0.9906 0.0018 0.2% 0.9975
Low 0.9854 0.9850 -0.0004 0.0% 0.9903
Close 0.9879 0.9902 0.0023 0.2% 0.9903
Range 0.0034 0.0056 0.0022 64.7% 0.0072
ATR
Volume 21 16 -5 -23.8% 242
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0054 1.0034 0.9933
R3 0.9998 0.9978 0.9917
R2 0.9942 0.9942 0.9912
R1 0.9922 0.9922 0.9907 0.9932
PP 0.9886 0.9886 0.9886 0.9891
S1 0.9866 0.9866 0.9897 0.9876
S2 0.9830 0.9830 0.9892
S3 0.9774 0.9810 0.9887
S4 0.9718 0.9754 0.9871
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0143 1.0095 0.9943
R3 1.0071 1.0023 0.9923
R2 0.9999 0.9999 0.9916
R1 0.9951 0.9951 0.9910 0.9939
PP 0.9927 0.9927 0.9927 0.9921
S1 0.9879 0.9879 0.9896 0.9867
S2 0.9855 0.9855 0.9890
S3 0.9783 0.9807 0.9883
S4 0.9711 0.9735 0.9863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9850 0.0125 1.3% 0.0029 0.3% 42% False True 25
10 0.9975 0.9850 0.0125 1.3% 0.0032 0.3% 42% False True 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0053
1.618 0.9997
1.000 0.9962
0.618 0.9941
HIGH 0.9906
0.618 0.9885
0.500 0.9878
0.382 0.9871
LOW 0.9850
0.618 0.9815
1.000 0.9794
1.618 0.9759
2.618 0.9703
4.250 0.9612
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 0.9894 0.9897
PP 0.9886 0.9892
S1 0.9878 0.9888

These figures are updated between 7pm and 10pm EST after a trading day.

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