CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 0.9441 0.9460 0.0019 0.2% 0.9446
High 0.9452 0.9508 0.0056 0.6% 0.9466
Low 0.9436 0.9448 0.0012 0.1% 0.9360
Close 0.9442 0.9462 0.0020 0.2% 0.9395
Range 0.0016 0.0060 0.0044 275.0% 0.0106
ATR 0.0049 0.0050 0.0001 2.5% 0.0000
Volume 79 8 -71 -89.9% 339
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9653 0.9617 0.9495
R3 0.9593 0.9557 0.9479
R2 0.9533 0.9533 0.9473
R1 0.9497 0.9497 0.9468 0.9515
PP 0.9473 0.9473 0.9473 0.9482
S1 0.9437 0.9437 0.9457 0.9455
S2 0.9413 0.9413 0.9451
S3 0.9353 0.9377 0.9446
S4 0.9293 0.9317 0.9429
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9725 0.9666 0.9453
R3 0.9619 0.9560 0.9424
R2 0.9513 0.9513 0.9414
R1 0.9454 0.9454 0.9405 0.9431
PP 0.9407 0.9407 0.9407 0.9395
S1 0.9348 0.9348 0.9385 0.9325
S2 0.9301 0.9301 0.9376
S3 0.9195 0.9242 0.9366
S4 0.9089 0.9136 0.9337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9508 0.9360 0.0148 1.6% 0.0038 0.4% 69% True False 77
10 0.9508 0.9360 0.0148 1.6% 0.0034 0.4% 69% True False 84
20 0.9777 0.9360 0.0417 4.4% 0.0035 0.4% 24% False False 57
40 0.9785 0.9360 0.0425 4.5% 0.0031 0.3% 24% False False 35
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 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9763
2.618 0.9665
1.618 0.9605
1.000 0.9568
0.618 0.9545
HIGH 0.9508
0.618 0.9485
0.500 0.9478
0.382 0.9471
LOW 0.9448
0.618 0.9411
1.000 0.9388
1.618 0.9351
2.618 0.9291
4.250 0.9193
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 0.9478 0.9459
PP 0.9473 0.9456
S1 0.9467 0.9453

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.