CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.0016 0.9962 -0.0054 -0.5% 1.0021
High 1.0021 0.9965 -0.0056 -0.6% 1.0059
Low 0.9954 0.9909 -0.0045 -0.5% 0.9954
Close 0.9964 0.9938 -0.0026 -0.3% 0.9964
Range 0.0067 0.0056 -0.0011 -16.4% 0.0105
ATR 0.0053 0.0053 0.0000 0.4% 0.0000
Volume 72,373 61,210 -11,163 -15.4% 306,394
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0105 1.0078 0.9969
R3 1.0049 1.0022 0.9953
R2 0.9993 0.9993 0.9948
R1 0.9966 0.9966 0.9943 0.9952
PP 0.9937 0.9937 0.9937 0.9930
S1 0.9910 0.9910 0.9933 0.9896
S2 0.9881 0.9881 0.9928
S3 0.9825 0.9854 0.9923
S4 0.9769 0.9798 0.9907
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0307 1.0241 1.0022
R3 1.0202 1.0136 0.9993
R2 1.0097 1.0097 0.9983
R1 1.0031 1.0031 0.9974 1.0012
PP 0.9992 0.9992 0.9992 0.9983
S1 0.9926 0.9926 0.9954 0.9907
S2 0.9887 0.9887 0.9945
S3 0.9782 0.9821 0.9935
S4 0.9677 0.9716 0.9906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0059 0.9909 0.0150 1.5% 0.0053 0.5% 19% False True 61,671
10 1.0059 0.9909 0.0150 1.5% 0.0053 0.5% 19% False True 65,383
20 1.0158 0.9889 0.0269 2.7% 0.0054 0.5% 18% False False 70,930
40 1.0175 0.9889 0.0286 2.9% 0.0050 0.5% 17% False False 62,743
60 1.0175 0.9889 0.0286 2.9% 0.0046 0.5% 17% False False 43,888
80 1.0210 0.9889 0.0321 3.2% 0.0047 0.5% 15% False False 33,017
100 1.0232 0.9889 0.0343 3.5% 0.0047 0.5% 14% False False 26,447
120 1.0320 0.9889 0.0431 4.3% 0.0045 0.5% 11% False False 22,055
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0203
2.618 1.0112
1.618 1.0056
1.000 1.0021
0.618 1.0000
HIGH 0.9965
0.618 0.9944
0.500 0.9937
0.382 0.9930
LOW 0.9909
0.618 0.9874
1.000 0.9853
1.618 0.9818
2.618 0.9762
4.250 0.9671
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 0.9938 0.9984
PP 0.9937 0.9969
S1 0.9937 0.9953

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

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