CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0001 1.0071 0.0070 0.7% 1.0030
High 1.0001 1.0071 0.0070 0.7% 1.0071
Low 1.0001 1.0071 0.0070 0.7% 1.0001
Close 1.0001 1.0071 0.0070 0.7% 1.0071
Range
ATR 0.0026 0.0029 0.0003 12.1% 0.0000
Volume 191 1 -190 -99.5% 225
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0071 1.0071 1.0071
R3 1.0071 1.0071 1.0071
R2 1.0071 1.0071 1.0071
R1 1.0071 1.0071 1.0071 1.0071
PP 1.0071 1.0071 1.0071 1.0071
S1 1.0071 1.0071 1.0071 1.0071
S2 1.0071 1.0071 1.0071
S3 1.0071 1.0071 1.0071
S4 1.0071 1.0071 1.0071
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0258 1.0234 1.0110
R3 1.0188 1.0164 1.0090
R2 1.0118 1.0118 1.0084
R1 1.0094 1.0094 1.0077 1.0106
PP 1.0048 1.0048 1.0048 1.0054
S1 1.0024 1.0024 1.0065 1.0036
S2 0.9978 0.9978 1.0058
S3 0.9908 0.9954 1.0052
S4 0.9838 0.9884 1.0033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 1.0001 0.0070 0.7% 0.0011 0.1% 100% True False 45
10 1.0071 0.9992 0.0079 0.8% 0.0014 0.1% 100% True False 31
20 1.0071 0.9931 0.0140 1.4% 0.0011 0.1% 100% True False 19
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 1.0071
1.618 1.0071
1.000 1.0071
0.618 1.0071
HIGH 1.0071
0.618 1.0071
0.500 1.0071
0.382 1.0071
LOW 1.0071
0.618 1.0071
1.000 1.0071
1.618 1.0071
2.618 1.0071
4.250 1.0071
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0071 1.0059
PP 1.0071 1.0048
S1 1.0071 1.0036

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.