CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 0.9984 0.9980 -0.0004 0.0% 0.9938
High 0.9984 1.0008 0.0024 0.2% 1.0008
Low 0.9984 0.9980 -0.0004 0.0% 0.9938
Close 0.9984 0.9991 0.0007 0.1% 0.9991
Range 0.0000 0.0028 0.0028 0.0070
ATR 0.0038 0.0037 -0.0001 -1.9% 0.0000
Volume 101 1 -100 -99.0% 122
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0077 1.0062 1.0006
R3 1.0049 1.0034 0.9999
R2 1.0021 1.0021 0.9996
R1 1.0006 1.0006 0.9994 1.0014
PP 0.9993 0.9993 0.9993 0.9997
S1 0.9978 0.9978 0.9988 0.9986
S2 0.9965 0.9965 0.9986
S3 0.9937 0.9950 0.9983
S4 0.9909 0.9922 0.9976
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0189 1.0160 1.0030
R3 1.0119 1.0090 1.0010
R2 1.0049 1.0049 1.0004
R1 1.0020 1.0020 0.9997 1.0035
PP 0.9979 0.9979 0.9979 0.9986
S1 0.9950 0.9950 0.9985 0.9965
S2 0.9909 0.9909 0.9978
S3 0.9839 0.9880 0.9972
S4 0.9769 0.9810 0.9953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0008 0.9938 0.0070 0.7% 0.0008 0.1% 76% True False 24
10 1.0050 0.9938 0.0112 1.1% 0.0020 0.2% 47% False False 38
20 1.0186 0.9938 0.0248 2.5% 0.0023 0.2% 21% False False 33
40 1.0254 0.9938 0.0316 3.2% 0.0022 0.2% 17% False False 29
60 1.0254 0.9938 0.0316 3.2% 0.0020 0.2% 17% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0127
2.618 1.0081
1.618 1.0053
1.000 1.0036
0.618 1.0025
HIGH 1.0008
0.618 0.9997
0.500 0.9994
0.382 0.9991
LOW 0.9980
0.618 0.9963
1.000 0.9952
1.618 0.9935
2.618 0.9907
4.250 0.9861
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 0.9994 0.9986
PP 0.9993 0.9980
S1 0.9992 0.9975

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.