CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 0.9639 0.9641 0.0002 0.0% 0.9542
High 0.9658 0.9641 -0.0017 -0.2% 0.9658
Low 0.9639 0.9641 0.0002 0.0% 0.9522
Close 0.9658 0.9641 -0.0017 -0.2% 0.9658
Range 0.0019 0.0000 -0.0019 -100.0% 0.0136
ATR
Volume 51 202 151 296.1% 129
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9641 0.9641 0.9641
R3 0.9641 0.9641 0.9641
R2 0.9641 0.9641 0.9641
R1 0.9641 0.9641 0.9641 0.9641
PP 0.9641 0.9641 0.9641 0.9641
S1 0.9641 0.9641 0.9641 0.9641
S2 0.9641 0.9641 0.9641
S3 0.9641 0.9641 0.9641
S4 0.9641 0.9641 0.9641
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0021 0.9975 0.9733
R3 0.9885 0.9839 0.9695
R2 0.9749 0.9749 0.9683
R1 0.9703 0.9703 0.9670 0.9726
PP 0.9613 0.9613 0.9613 0.9624
S1 0.9567 0.9567 0.9646 0.9590
S2 0.9477 0.9477 0.9633
S3 0.9341 0.9431 0.9621
S4 0.9205 0.9295 0.9583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9522 0.0136 1.4% 0.0018 0.2% 88% False False 65
10 0.9680 0.9522 0.0158 1.6% 0.0021 0.2% 75% False False 34
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9641
2.618 0.9641
1.618 0.9641
1.000 0.9641
0.618 0.9641
HIGH 0.9641
0.618 0.9641
0.500 0.9641
0.382 0.9641
LOW 0.9641
0.618 0.9641
1.000 0.9641
1.618 0.9641
2.618 0.9641
4.250 0.9641
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 0.9641 0.9633
PP 0.9641 0.9625
S1 0.9641 0.9617

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.