CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 0.9384 0.9373 -0.0011 -0.1% 0.9376
High 0.9403 0.9400 -0.0003 0.0% 0.9431
Low 0.9370 0.9311 -0.0059 -0.6% 0.9311
Close 0.9378 0.9318 -0.0060 -0.6% 0.9318
Range 0.0033 0.0089 0.0056 169.7% 0.0120
ATR 0.0053 0.0056 0.0003 4.9% 0.0000
Volume 9,631 42,098 32,467 337.1% 112,584
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9610 0.9553 0.9367
R3 0.9521 0.9464 0.9342
R2 0.9432 0.9432 0.9334
R1 0.9375 0.9375 0.9326 0.9359
PP 0.9343 0.9343 0.9343 0.9335
S1 0.9286 0.9286 0.9310 0.9270
S2 0.9254 0.9254 0.9302
S3 0.9165 0.9197 0.9294
S4 0.9076 0.9108 0.9269
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9713 0.9636 0.9384
R3 0.9593 0.9516 0.9351
R2 0.9473 0.9473 0.9340
R1 0.9396 0.9396 0.9329 0.9375
PP 0.9353 0.9353 0.9353 0.9343
S1 0.9276 0.9276 0.9307 0.9255
S2 0.9233 0.9233 0.9296
S3 0.9113 0.9156 0.9285
S4 0.8993 0.9036 0.9252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9431 0.9293 0.0138 1.5% 0.0063 0.7% 18% False False 34,829
10 0.9437 0.9293 0.0144 1.5% 0.0061 0.7% 17% False False 46,836
20 0.9446 0.9293 0.0153 1.6% 0.0056 0.6% 16% False False 33,311
40 0.9583 0.9293 0.0290 3.1% 0.0050 0.5% 9% False False 16,905
60 0.9700 0.9293 0.0407 4.4% 0.0047 0.5% 6% False False 11,364
80 0.9775 0.9293 0.0482 5.2% 0.0046 0.5% 5% False False 8,557
100 0.9775 0.9293 0.0482 5.2% 0.0044 0.5% 5% False False 6,861
120 0.9775 0.9293 0.0482 5.2% 0.0041 0.4% 5% False False 5,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9778
2.618 0.9633
1.618 0.9544
1.000 0.9489
0.618 0.9455
HIGH 0.9400
0.618 0.9366
0.500 0.9356
0.382 0.9345
LOW 0.9311
0.618 0.9256
1.000 0.9222
1.618 0.9167
2.618 0.9078
4.250 0.8933
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 0.9356 0.9361
PP 0.9343 0.9346
S1 0.9331 0.9332

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.