CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 0.9820 0.9805 -0.0015 -0.2% 0.9888
High 0.9820 0.9805 -0.0015 -0.2% 0.9932
Low 0.9800 0.9755 -0.0045 -0.5% 0.9850
Close 0.9815 0.9755 -0.0060 -0.6% 0.9860
Range 0.0020 0.0050 0.0030 150.0% 0.0082
ATR 0.0039 0.0041 0.0001 3.8% 0.0000
Volume 30 49 19 63.3% 144
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9922 0.9888 0.9783
R3 0.9872 0.9838 0.9769
R2 0.9822 0.9822 0.9764
R1 0.9788 0.9788 0.9760 0.9780
PP 0.9772 0.9772 0.9772 0.9768
S1 0.9738 0.9738 0.9750 0.9730
S2 0.9722 0.9722 0.9746
S3 0.9672 0.9688 0.9741
S4 0.9622 0.9638 0.9728
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0075 0.9905
R3 1.0045 0.9993 0.9883
R2 0.9963 0.9963 0.9875
R1 0.9911 0.9911 0.9868 0.9896
PP 0.9881 0.9881 0.9881 0.9873
S1 0.9829 0.9829 0.9852 0.9814
S2 0.9799 0.9799 0.9845
S3 0.9717 0.9747 0.9837
S4 0.9635 0.9665 0.9815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9932 0.9755 0.0177 1.8% 0.0029 0.3% 0% False True 37
10 0.9975 0.9755 0.0220 2.3% 0.0029 0.3% 0% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0018
2.618 0.9936
1.618 0.9886
1.000 0.9855
0.618 0.9836
HIGH 0.9805
0.618 0.9786
0.500 0.9780
0.382 0.9774
LOW 0.9755
0.618 0.9724
1.000 0.9705
1.618 0.9674
2.618 0.9624
4.250 0.9543
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 0.9780 0.9833
PP 0.9772 0.9807
S1 0.9763 0.9781

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

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