CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 0.9712 0.9710 -0.0002 0.0% 0.9880
High 0.9712 0.9731 0.0019 0.2% 0.9880
Low 0.9671 0.9694 0.0023 0.2% 0.9712
Close 0.9705 0.9731 0.0026 0.3% 0.9731
Range 0.0041 0.0037 -0.0004 -9.8% 0.0168
ATR 0.0042 0.0042 0.0000 -0.9% 0.0000
Volume 502 281 -221 -44.0% 238
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9830 0.9817 0.9751
R3 0.9793 0.9780 0.9741
R2 0.9756 0.9756 0.9738
R1 0.9743 0.9743 0.9734 0.9750
PP 0.9719 0.9719 0.9719 0.9722
S1 0.9706 0.9706 0.9728 0.9713
S2 0.9682 0.9682 0.9724
S3 0.9645 0.9669 0.9721
S4 0.9608 0.9632 0.9711
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0278 1.0173 0.9823
R3 1.0110 1.0005 0.9777
R2 0.9942 0.9942 0.9762
R1 0.9837 0.9837 0.9746 0.9806
PP 0.9774 0.9774 0.9774 0.9759
S1 0.9669 0.9669 0.9716 0.9638
S2 0.9606 0.9606 0.9700
S3 0.9438 0.9501 0.9685
S4 0.9270 0.9333 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9794 0.9671 0.0123 1.3% 0.0044 0.4% 49% False False 221
10 0.9950 0.9671 0.0279 2.9% 0.0037 0.4% 22% False False 125
20 1.0000 0.9671 0.0329 3.4% 0.0036 0.4% 18% False False 87
40 1.0113 0.9671 0.0442 4.5% 0.0034 0.4% 14% False False 89
60 1.0113 0.9671 0.0442 4.5% 0.0026 0.3% 14% False False 62
80 1.0113 0.9671 0.0442 4.5% 0.0023 0.2% 14% False False 54
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9828
1.618 0.9791
1.000 0.9768
0.618 0.9754
HIGH 0.9731
0.618 0.9717
0.500 0.9713
0.382 0.9708
LOW 0.9694
0.618 0.9671
1.000 0.9657
1.618 0.9634
2.618 0.9597
4.250 0.9537
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 0.9725 0.9721
PP 0.9719 0.9711
S1 0.9713 0.9701

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

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