CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 0.9658 0.9692 0.0034 0.4% 0.9492
High 0.9695 0.9702 0.0007 0.1% 0.9632
Low 0.9646 0.9670 0.0024 0.2% 0.9461
Close 0.9691 0.9686 -0.0005 -0.1% 0.9614
Range 0.0049 0.0032 -0.0017 -34.7% 0.0171
ATR 0.0058 0.0057 -0.0002 -3.2% 0.0000
Volume 78,863 55,607 -23,256 -29.5% 249,655
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9766 0.9704
R3 0.9750 0.9734 0.9695
R2 0.9718 0.9718 0.9692
R1 0.9702 0.9702 0.9689 0.9694
PP 0.9686 0.9686 0.9686 0.9682
S1 0.9670 0.9670 0.9683 0.9662
S2 0.9654 0.9654 0.9680
S3 0.9622 0.9638 0.9677
S4 0.9590 0.9606 0.9668
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9708
R3 0.9911 0.9848 0.9661
R2 0.9740 0.9740 0.9645
R1 0.9677 0.9677 0.9630 0.9709
PP 0.9569 0.9569 0.9569 0.9585
S1 0.9506 0.9506 0.9598 0.9538
S2 0.9398 0.9398 0.9583
S3 0.9227 0.9335 0.9567
S4 0.9056 0.9164 0.9520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9702 0.9516 0.0186 1.9% 0.0060 0.6% 91% True False 65,605
10 0.9702 0.9461 0.0241 2.5% 0.0055 0.6% 93% True False 60,823
20 0.9708 0.9455 0.0253 2.6% 0.0055 0.6% 91% False False 59,990
40 0.9749 0.9455 0.0294 3.0% 0.0057 0.6% 79% False False 60,047
60 0.9808 0.9409 0.0399 4.1% 0.0065 0.7% 69% False False 66,153
80 0.9846 0.9409 0.0437 4.5% 0.0068 0.7% 63% False False 53,980
100 0.9955 0.9409 0.0546 5.6% 0.0066 0.7% 51% False False 43,274
120 0.9955 0.9409 0.0546 5.6% 0.0062 0.6% 51% False False 36,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9786
1.618 0.9754
1.000 0.9734
0.618 0.9722
HIGH 0.9702
0.618 0.9690
0.500 0.9686
0.382 0.9682
LOW 0.9670
0.618 0.9650
1.000 0.9638
1.618 0.9618
2.618 0.9586
4.250 0.9534
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 0.9686 0.9680
PP 0.9686 0.9673
S1 0.9686 0.9667

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.