CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 0.9516 0.9525 0.0009 0.1% 0.9650
High 0.9523 0.9525 0.0002 0.0% 0.9678
Low 0.9507 0.9519 0.0012 0.1% 0.9507
Close 0.9512 0.9522 0.0010 0.1% 0.9512
Range 0.0016 0.0006 -0.0010 -62.5% 0.0171
ATR 0.0031 0.0030 -0.0001 -4.2% 0.0000
Volume 27 35 8 29.6% 61
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9540 0.9537 0.9525
R3 0.9534 0.9531 0.9524
R2 0.9528 0.9528 0.9523
R1 0.9525 0.9525 0.9523 0.9524
PP 0.9522 0.9522 0.9522 0.9521
S1 0.9519 0.9519 0.9521 0.9518
S2 0.9516 0.9516 0.9521
S3 0.9510 0.9513 0.9520
S4 0.9504 0.9507 0.9519
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0079 0.9966 0.9606
R3 0.9908 0.9795 0.9559
R2 0.9737 0.9737 0.9543
R1 0.9624 0.9624 0.9528 0.9595
PP 0.9566 0.9566 0.9566 0.9551
S1 0.9453 0.9453 0.9496 0.9424
S2 0.9395 0.9395 0.9481
S3 0.9224 0.9282 0.9465
S4 0.9053 0.9111 0.9418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9678 0.9507 0.0171 1.8% 0.0013 0.1% 9% False False 18
10 0.9678 0.9507 0.0171 1.8% 0.0010 0.1% 9% False False 10
20 0.9678 0.9507 0.0171 1.8% 0.0013 0.1% 9% False False 16
40 0.9726 0.9426 0.0300 3.2% 0.0014 0.1% 32% False False 17
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.1% 37% False False 22
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9551
2.618 0.9541
1.618 0.9535
1.000 0.9531
0.618 0.9529
HIGH 0.9525
0.618 0.9523
0.500 0.9522
0.382 0.9521
LOW 0.9519
0.618 0.9515
1.000 0.9513
1.618 0.9509
2.618 0.9503
4.250 0.9494
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 0.9522 0.9524
PP 0.9522 0.9523
S1 0.9522 0.9523

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.