CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 0.9485 0.9492 0.0007 0.1% 0.9777
High 0.9494 0.9492 -0.0002 0.0% 0.9777
Low 0.9477 0.9483 0.0006 0.1% 0.9479
Close 0.9477 0.9483 0.0006 0.1% 0.9500
Range 0.0017 0.0009 -0.0008 -47.1% 0.0298
ATR 0.0051 0.0049 -0.0003 -5.1% 0.0000
Volume 47 132 85 180.9% 76
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9513 0.9507 0.9488
R3 0.9504 0.9498 0.9485
R2 0.9495 0.9495 0.9485
R1 0.9489 0.9489 0.9484 0.9488
PP 0.9486 0.9486 0.9486 0.9485
S1 0.9480 0.9480 0.9482 0.9479
S2 0.9477 0.9477 0.9481
S3 0.9468 0.9471 0.9481
S4 0.9459 0.9462 0.9478
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0479 1.0288 0.9664
R3 1.0181 0.9990 0.9582
R2 0.9883 0.9883 0.9555
R1 0.9692 0.9692 0.9527 0.9639
PP 0.9585 0.9585 0.9585 0.9559
S1 0.9394 0.9394 0.9473 0.9341
S2 0.9287 0.9287 0.9445
S3 0.8989 0.9096 0.9418
S4 0.8691 0.8798 0.9336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9431 0.0069 0.7% 0.0027 0.3% 75% False False 86
10 0.9777 0.9431 0.0346 3.6% 0.0038 0.4% 15% False False 48
20 0.9777 0.9431 0.0346 3.6% 0.0034 0.4% 15% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9530
2.618 0.9516
1.618 0.9507
1.000 0.9501
0.618 0.9498
HIGH 0.9492
0.618 0.9489
0.500 0.9488
0.382 0.9486
LOW 0.9483
0.618 0.9477
1.000 0.9474
1.618 0.9468
2.618 0.9459
4.250 0.9445
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 0.9488 0.9477
PP 0.9486 0.9471
S1 0.9485 0.9466

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.