CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 0.9826 0.9799 -0.0027 -0.3% 0.9793
High 0.9826 0.9810 -0.0016 -0.2% 0.9860
Low 0.9735 0.9760 0.0025 0.3% 0.9735
Close 0.9791 0.9791 0.0000 0.0% 0.9791
Range 0.0091 0.0050 -0.0041 -45.1% 0.0125
ATR 0.0044 0.0045 0.0000 0.9% 0.0000
Volume 170 302 132 77.6% 361
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9937 0.9914 0.9819
R3 0.9887 0.9864 0.9805
R2 0.9837 0.9837 0.9800
R1 0.9814 0.9814 0.9796 0.9801
PP 0.9787 0.9787 0.9787 0.9780
S1 0.9764 0.9764 0.9786 0.9751
S2 0.9737 0.9737 0.9782
S3 0.9687 0.9714 0.9777
S4 0.9637 0.9664 0.9764
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0170 1.0106 0.9860
R3 1.0045 0.9981 0.9825
R2 0.9920 0.9920 0.9814
R1 0.9856 0.9856 0.9802 0.9826
PP 0.9795 0.9795 0.9795 0.9780
S1 0.9731 0.9731 0.9780 0.9701
S2 0.9670 0.9670 0.9768
S3 0.9545 0.9606 0.9757
S4 0.9420 0.9481 0.9722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9735 0.0125 1.3% 0.0049 0.5% 45% False False 122
10 0.9860 0.9735 0.0125 1.3% 0.0041 0.4% 45% False False 113
20 0.9860 0.9684 0.0176 1.8% 0.0038 0.4% 61% False False 127
40 0.9950 0.9637 0.0313 3.2% 0.0038 0.4% 49% False False 125
60 1.0113 0.9637 0.0476 4.9% 0.0037 0.4% 32% False False 120
80 1.0113 0.9637 0.0476 4.9% 0.0031 0.3% 32% False False 93
100 1.0113 0.9637 0.0476 4.9% 0.0028 0.3% 32% False False 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0023
2.618 0.9941
1.618 0.9891
1.000 0.9860
0.618 0.9841
HIGH 0.9810
0.618 0.9791
0.500 0.9785
0.382 0.9779
LOW 0.9760
0.618 0.9729
1.000 0.9710
1.618 0.9679
2.618 0.9629
4.250 0.9548
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 0.9789 0.9798
PP 0.9787 0.9795
S1 0.9785 0.9793

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

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