CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9482 0.9564 0.0082 0.9% 0.9487
High 0.9556 0.9669 0.0113 1.2% 0.9532
Low 0.9471 0.9502 0.0031 0.3% 0.9409
Close 0.9502 0.9622 0.0120 1.3% 0.9435
Range 0.0085 0.0167 0.0082 96.5% 0.0123
ATR 0.0075 0.0081 0.0007 8.8% 0.0000
Volume 66,767 99,989 33,222 49.8% 283,673
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0099 1.0027 0.9714
R3 0.9932 0.9860 0.9668
R2 0.9765 0.9765 0.9653
R1 0.9693 0.9693 0.9637 0.9729
PP 0.9598 0.9598 0.9598 0.9616
S1 0.9526 0.9526 0.9607 0.9562
S2 0.9431 0.9431 0.9591
S3 0.9264 0.9359 0.9576
S4 0.9097 0.9192 0.9530
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9828 0.9754 0.9503
R3 0.9705 0.9631 0.9469
R2 0.9582 0.9582 0.9458
R1 0.9508 0.9508 0.9446 0.9484
PP 0.9459 0.9459 0.9459 0.9446
S1 0.9385 0.9385 0.9424 0.9361
S2 0.9336 0.9336 0.9412
S3 0.9213 0.9262 0.9401
S4 0.9090 0.9139 0.9367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9409 0.0260 2.7% 0.0093 1.0% 82% True False 79,574
10 0.9669 0.9409 0.0260 2.7% 0.0080 0.8% 82% True False 73,486
20 0.9846 0.9409 0.0437 4.5% 0.0080 0.8% 49% False False 75,798
40 0.9846 0.9409 0.0437 4.5% 0.0081 0.8% 49% False False 41,600
60 0.9955 0.9409 0.0546 5.7% 0.0071 0.7% 39% False False 27,829
80 0.9955 0.9409 0.0546 5.7% 0.0063 0.7% 39% False False 20,903
100 0.9955 0.9409 0.0546 5.7% 0.0059 0.6% 39% False False 16,757
120 1.0047 0.9409 0.0638 6.6% 0.0055 0.6% 33% False False 13,982
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 0.0021
Widest range in 178 trading days
Fibonacci Retracements and Extensions
4.250 1.0379
2.618 1.0106
1.618 0.9939
1.000 0.9836
0.618 0.9772
HIGH 0.9669
0.618 0.9605
0.500 0.9586
0.382 0.9566
LOW 0.9502
0.618 0.9399
1.000 0.9335
1.618 0.9232
2.618 0.9065
4.250 0.8792
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 0.9610 0.9600
PP 0.9598 0.9577
S1 0.9586 0.9555

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.