CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 0.9919 0.9927 0.0008 0.1% 0.9964
High 0.9919 0.9932 0.0013 0.1% 0.9975
Low 0.9913 0.9915 0.0002 0.0% 0.9903
Close 0.9913 0.9917 0.0004 0.0% 0.9903
Range 0.0006 0.0017 0.0011 183.3% 0.0072
ATR
Volume 79 16 -63 -79.7% 242
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9972 0.9962 0.9926
R3 0.9955 0.9945 0.9922
R2 0.9938 0.9938 0.9920
R1 0.9928 0.9928 0.9919 0.9925
PP 0.9921 0.9921 0.9921 0.9920
S1 0.9911 0.9911 0.9915 0.9908
S2 0.9904 0.9904 0.9914
S3 0.9887 0.9894 0.9912
S4 0.9870 0.9877 0.9908
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 0.9932 0.9850 0.0082 0.8% 0.0027 0.3% 82% True False 29
10 0.9975 0.9850 0.0125 1.3% 0.0024 0.2% 54% False False 39
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0004
2.618 0.9977
1.618 0.9960
1.000 0.9949
0.618 0.9943
HIGH 0.9932
0.618 0.9926
0.500 0.9924
0.382 0.9921
LOW 0.9915
0.618 0.9904
1.000 0.9898
1.618 0.9887
2.618 0.9870
4.250 0.9843
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 0.9924 0.9908
PP 0.9921 0.9900
S1 0.9919 0.9891

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

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