CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 0.9678 0.9661 -0.0017 -0.2% 0.9685
High 0.9702 0.9668 -0.0034 -0.4% 0.9723
Low 0.9656 0.9637 -0.0019 -0.2% 0.9651
Close 0.9665 0.9661 -0.0004 0.0% 0.9689
Range 0.0046 0.0031 -0.0015 -32.6% 0.0072
ATR 0.0050 0.0049 -0.0001 -2.7% 0.0000
Volume 49,848 49,425 -423 -0.8% 194,724
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9748 0.9736 0.9678
R3 0.9717 0.9705 0.9670
R2 0.9686 0.9686 0.9667
R1 0.9674 0.9674 0.9664 0.9677
PP 0.9655 0.9655 0.9655 0.9657
S1 0.9643 0.9643 0.9658 0.9646
S2 0.9624 0.9624 0.9655
S3 0.9593 0.9612 0.9652
S4 0.9562 0.9581 0.9644
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9904 0.9868 0.9729
R3 0.9832 0.9796 0.9709
R2 0.9760 0.9760 0.9702
R1 0.9724 0.9724 0.9696 0.9742
PP 0.9688 0.9688 0.9688 0.9697
S1 0.9652 0.9652 0.9682 0.9670
S2 0.9616 0.9616 0.9676
S3 0.9544 0.9580 0.9669
S4 0.9472 0.9508 0.9649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9637 0.0088 0.9% 0.0039 0.4% 27% False True 43,100
10 0.9799 0.9637 0.0162 1.7% 0.0043 0.4% 15% False True 46,893
20 0.9799 0.9487 0.0312 3.2% 0.0050 0.5% 56% False False 40,693
40 0.9799 0.9437 0.0362 3.7% 0.0052 0.5% 62% False False 20,977
60 0.9799 0.9437 0.0362 3.7% 0.0052 0.5% 62% False False 14,090
80 0.9822 0.9390 0.0432 4.5% 0.0054 0.6% 63% False False 10,665
100 0.9865 0.9390 0.0475 4.9% 0.0057 0.6% 57% False False 8,577
120 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 51% False False 7,171
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9800
2.618 0.9749
1.618 0.9718
1.000 0.9699
0.618 0.9687
HIGH 0.9668
0.618 0.9656
0.500 0.9653
0.382 0.9649
LOW 0.9637
0.618 0.9618
1.000 0.9606
1.618 0.9587
2.618 0.9556
4.250 0.9505
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 0.9658 0.9681
PP 0.9655 0.9674
S1 0.9653 0.9668

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.