CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 0.9783 0.9800 0.0017 0.2% 0.9697
High 0.9792 0.9841 0.0049 0.5% 0.9792
Low 0.9779 0.9796 0.0017 0.2% 0.9679
Close 0.9782 0.9841 0.0059 0.6% 0.9782
Range 0.0013 0.0045 0.0032 246.2% 0.0113
ATR 0.0040 0.0042 0.0001 3.3% 0.0000
Volume 53 1,051 998 1,883.0% 572
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 0.9961 0.9946 0.9866
R3 0.9916 0.9901 0.9853
R2 0.9871 0.9871 0.9849
R1 0.9856 0.9856 0.9845 0.9864
PP 0.9826 0.9826 0.9826 0.9830
S1 0.9811 0.9811 0.9837 0.9819
S2 0.9781 0.9781 0.9833
S3 0.9736 0.9766 0.9829
S4 0.9691 0.9721 0.9816
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0090 1.0049 0.9844
R3 0.9977 0.9936 0.9813
R2 0.9864 0.9864 0.9803
R1 0.9823 0.9823 0.9792 0.9844
PP 0.9751 0.9751 0.9751 0.9761
S1 0.9710 0.9710 0.9772 0.9731
S2 0.9638 0.9638 0.9761
S3 0.9525 0.9597 0.9751
S4 0.9412 0.9484 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9841 0.9679 0.0162 1.6% 0.0030 0.3% 100% True False 322
10 0.9841 0.9665 0.0176 1.8% 0.0031 0.3% 100% True False 180
20 0.9850 0.9665 0.0185 1.9% 0.0038 0.4% 95% False False 109
40 0.9850 0.9631 0.0219 2.2% 0.0033 0.3% 96% False False 85
60 0.9975 0.9627 0.0348 3.5% 0.0033 0.3% 61% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9959
1.618 0.9914
1.000 0.9886
0.618 0.9869
HIGH 0.9841
0.618 0.9824
0.500 0.9819
0.382 0.9813
LOW 0.9796
0.618 0.9768
1.000 0.9751
1.618 0.9723
2.618 0.9678
4.250 0.9605
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 0.9834 0.9820
PP 0.9826 0.9799
S1 0.9819 0.9778

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.