CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 0.9692 0.9697 0.0005 0.1% 0.9820
High 0.9692 0.9697 0.0005 0.1% 0.9820
Low 0.9670 0.9658 -0.0012 -0.1% 0.9690
Close 0.9683 0.9687 0.0004 0.0% 0.9713
Range 0.0022 0.0039 0.0017 77.3% 0.0130
ATR 0.0042 0.0042 0.0000 -0.6% 0.0000
Volume 57 57 0 0.0% 122
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9798 0.9781 0.9708
R3 0.9759 0.9742 0.9698
R2 0.9720 0.9720 0.9694
R1 0.9703 0.9703 0.9691 0.9692
PP 0.9681 0.9681 0.9681 0.9675
S1 0.9664 0.9664 0.9683 0.9653
S2 0.9642 0.9642 0.9680
S3 0.9603 0.9625 0.9676
S4 0.9564 0.9586 0.9666
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0131 1.0052 0.9785
R3 1.0001 0.9922 0.9749
R2 0.9871 0.9871 0.9737
R1 0.9792 0.9792 0.9725 0.9767
PP 0.9741 0.9741 0.9741 0.9728
S1 0.9662 0.9662 0.9701 0.9637
S2 0.9611 0.9611 0.9689
S3 0.9481 0.9532 0.9677
S4 0.9351 0.9402 0.9642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9658 0.0147 1.5% 0.0043 0.4% 20% False True 41
10 0.9932 0.9658 0.0274 2.8% 0.0036 0.4% 11% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9863
2.618 0.9799
1.618 0.9760
1.000 0.9736
0.618 0.9721
HIGH 0.9697
0.618 0.9682
0.500 0.9678
0.382 0.9673
LOW 0.9658
0.618 0.9634
1.000 0.9619
1.618 0.9595
2.618 0.9556
4.250 0.9492
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 0.9684 0.9714
PP 0.9681 0.9705
S1 0.9678 0.9696

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

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