CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 0.9752 0.9725 -0.0027 -0.3% 0.9667
High 0.9752 0.9725 -0.0027 -0.3% 0.9725
Low 0.9752 0.9670 -0.0082 -0.8% 0.9650
Close 0.9752 0.9675 -0.0077 -0.8% 0.9725
Range 0.0000 0.0055 0.0055 0.0075
ATR 0.0040 0.0043 0.0003 7.6% 0.0000
Volume 29 29 0 0.0% 432
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9855 0.9820 0.9705
R3 0.9800 0.9765 0.9690
R2 0.9745 0.9745 0.9685
R1 0.9710 0.9710 0.9680 0.9700
PP 0.9690 0.9690 0.9690 0.9685
S1 0.9655 0.9655 0.9670 0.9645
S2 0.9635 0.9635 0.9665
S3 0.9580 0.9600 0.9660
S4 0.9525 0.9545 0.9645
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9925 0.9900 0.9766
R3 0.9850 0.9825 0.9746
R2 0.9775 0.9775 0.9739
R1 0.9750 0.9750 0.9732 0.9763
PP 0.9700 0.9700 0.9700 0.9706
S1 0.9675 0.9675 0.9718 0.9688
S2 0.9625 0.9625 0.9711
S3 0.9550 0.9600 0.9704
S4 0.9475 0.9525 0.9684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9670 0.0105 1.1% 0.0018 0.2% 5% False True 69
10 0.9775 0.9610 0.0165 1.7% 0.0019 0.2% 39% False False 59
20 0.9775 0.9536 0.0239 2.5% 0.0028 0.3% 58% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9869
1.618 0.9814
1.000 0.9780
0.618 0.9759
HIGH 0.9725
0.618 0.9704
0.500 0.9698
0.382 0.9691
LOW 0.9670
0.618 0.9636
1.000 0.9615
1.618 0.9581
2.618 0.9526
4.250 0.9436
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 0.9698 0.9723
PP 0.9690 0.9707
S1 0.9683 0.9691

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.