CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 0.9504 0.9493 -0.0011 -0.1% 0.9809
High 0.9543 0.9543 0.0000 0.0% 0.9831
Low 0.9461 0.9478 0.0017 0.2% 0.9514
Close 0.9489 0.9518 0.0029 0.3% 0.9542
Range 0.0082 0.0065 -0.0017 -20.7% 0.0317
ATR 0.0080 0.0079 -0.0001 -1.4% 0.0000
Volume 90,879 82,199 -8,680 -9.6% 383,865
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9708 0.9678 0.9554
R3 0.9643 0.9613 0.9536
R2 0.9578 0.9578 0.9530
R1 0.9548 0.9548 0.9524 0.9563
PP 0.9513 0.9513 0.9513 0.9521
S1 0.9483 0.9483 0.9512 0.9498
S2 0.9448 0.9448 0.9506
S3 0.9383 0.9418 0.9500
S4 0.9318 0.9353 0.9482
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0580 1.0378 0.9716
R3 1.0263 1.0061 0.9629
R2 0.9946 0.9946 0.9600
R1 0.9744 0.9744 0.9571 0.9687
PP 0.9629 0.9629 0.9629 0.9600
S1 0.9427 0.9427 0.9513 0.9370
S2 0.9312 0.9312 0.9484
S3 0.8995 0.9110 0.9455
S4 0.8678 0.8793 0.9368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9719 0.9453 0.0266 2.8% 0.0094 1.0% 24% False False 101,141
10 0.9846 0.9453 0.0393 4.1% 0.0080 0.8% 17% False False 78,111
20 0.9846 0.9453 0.0393 4.1% 0.0082 0.9% 17% False False 45,867
40 0.9955 0.9453 0.0502 5.3% 0.0074 0.8% 13% False False 23,331
60 0.9955 0.9453 0.0502 5.3% 0.0065 0.7% 13% False False 15,608
80 0.9955 0.9453 0.0502 5.3% 0.0058 0.6% 13% False False 11,735
100 1.0000 0.9453 0.0547 5.7% 0.0054 0.6% 12% False False 9,411
120 1.0113 0.9453 0.0660 6.9% 0.0050 0.5% 10% False False 7,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9819
2.618 0.9713
1.618 0.9648
1.000 0.9608
0.618 0.9583
HIGH 0.9543
0.618 0.9518
0.500 0.9511
0.382 0.9503
LOW 0.9478
0.618 0.9438
1.000 0.9413
1.618 0.9373
2.618 0.9308
4.250 0.9202
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 0.9516 0.9511
PP 0.9513 0.9505
S1 0.9511 0.9498

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.