CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 0.9922 0.9954 0.0032 0.3% 1.0000
High 0.9952 0.9958 0.0006 0.1% 1.0035
Low 0.9890 0.9933 0.0043 0.4% 0.9939
Close 0.9943 0.9954 0.0011 0.1% 0.9944
Range 0.0062 0.0025 -0.0037 -59.7% 0.0096
ATR 0.0047 0.0046 -0.0002 -3.4% 0.0000
Volume 475 150 -325 -68.4% 1,486
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0023 1.0014 0.9968
R3 0.9998 0.9989 0.9961
R2 0.9973 0.9973 0.9959
R1 0.9964 0.9964 0.9956 0.9967
PP 0.9948 0.9948 0.9948 0.9950
S1 0.9939 0.9939 0.9952 0.9942
S2 0.9923 0.9923 0.9949
S3 0.9898 0.9914 0.9947
S4 0.9873 0.9889 0.9940
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0261 1.0198 0.9997
R3 1.0165 1.0102 0.9970
R2 1.0069 1.0069 0.9962
R1 1.0006 1.0006 0.9953 0.9990
PP 0.9973 0.9973 0.9973 0.9964
S1 0.9910 0.9910 0.9935 0.9894
S2 0.9877 0.9877 0.9926
S3 0.9781 0.9814 0.9918
S4 0.9685 0.9718 0.9891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0035 0.9890 0.0145 1.5% 0.0051 0.5% 44% False False 347
10 1.0035 0.9890 0.0145 1.5% 0.0047 0.5% 44% False False 307
20 1.0123 0.9870 0.0253 2.5% 0.0048 0.5% 33% False False 492
40 1.0151 0.9870 0.0281 2.8% 0.0039 0.4% 30% False False 283
60 1.0151 0.9870 0.0281 2.8% 0.0033 0.3% 30% False False 207
80 1.0151 0.9870 0.0281 2.8% 0.0031 0.3% 30% False False 166
100 1.0200 0.9870 0.0330 3.3% 0.0029 0.3% 25% False False 138
120 1.0254 0.9870 0.0384 3.9% 0.0027 0.3% 22% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0064
2.618 1.0023
1.618 0.9998
1.000 0.9983
0.618 0.9973
HIGH 0.9958
0.618 0.9948
0.500 0.9946
0.382 0.9943
LOW 0.9933
0.618 0.9918
1.000 0.9908
1.618 0.9893
2.618 0.9868
4.250 0.9827
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 0.9951 0.9944
PP 0.9948 0.9934
S1 0.9946 0.9924

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

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