CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 0.9848 0.9810 -0.0038 -0.4% 0.9781
High 0.9848 0.9810 -0.0038 -0.4% 0.9850
Low 0.9806 0.9702 -0.0104 -1.1% 0.9745
Close 0.9810 0.9708 -0.0102 -1.0% 0.9810
Range 0.0042 0.0108 0.0066 157.1% 0.0105
ATR 0.0038 0.0043 0.0005 13.0% 0.0000
Volume 20 66 46 230.0% 175
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0064 0.9994 0.9767
R3 0.9956 0.9886 0.9738
R2 0.9848 0.9848 0.9728
R1 0.9778 0.9778 0.9718 0.9759
PP 0.9740 0.9740 0.9740 0.9731
S1 0.9670 0.9670 0.9698 0.9651
S2 0.9632 0.9632 0.9688
S3 0.9524 0.9562 0.9678
S4 0.9416 0.9454 0.9649
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0117 1.0068 0.9868
R3 1.0012 0.9963 0.9839
R2 0.9907 0.9907 0.9829
R1 0.9858 0.9858 0.9820 0.9883
PP 0.9802 0.9802 0.9802 0.9814
S1 0.9753 0.9753 0.9800 0.9778
S2 0.9697 0.9697 0.9791
S3 0.9592 0.9648 0.9781
S4 0.9487 0.9543 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9850 0.9702 0.0148 1.5% 0.0048 0.5% 4% False True 33
10 0.9850 0.9702 0.0148 1.5% 0.0045 0.5% 4% False True 38
20 0.9850 0.9675 0.0175 1.8% 0.0036 0.4% 19% False False 47
40 0.9910 0.9627 0.0283 2.9% 0.0036 0.4% 29% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0093
1.618 0.9985
1.000 0.9918
0.618 0.9877
HIGH 0.9810
0.618 0.9769
0.500 0.9756
0.382 0.9743
LOW 0.9702
0.618 0.9635
1.000 0.9594
1.618 0.9527
2.618 0.9419
4.250 0.9243
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 0.9756 0.9776
PP 0.9740 0.9753
S1 0.9724 0.9731

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

View Archives - Comment on this page... - Back to Index of Symbols