CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 0.9551 0.9525 -0.0026 -0.3% 0.9525
High 0.9551 0.9525 -0.0026 -0.3% 0.9546
Low 0.9531 0.9505 -0.0026 -0.3% 0.9475
Close 0.9541 0.9505 -0.0036 -0.4% 0.9534
Range 0.0020 0.0020 0.0000 0.0% 0.0071
ATR 0.0031 0.0031 0.0000 1.2% 0.0000
Volume 56 8 -48 -85.7% 141
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9572 0.9558 0.9516
R3 0.9552 0.9538 0.9511
R2 0.9532 0.9532 0.9509
R1 0.9518 0.9518 0.9507 0.9515
PP 0.9512 0.9512 0.9512 0.9510
S1 0.9498 0.9498 0.9503 0.9495
S2 0.9492 0.9492 0.9501
S3 0.9472 0.9478 0.9500
S4 0.9452 0.9458 0.9494
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9731 0.9704 0.9573
R3 0.9660 0.9633 0.9554
R2 0.9589 0.9589 0.9547
R1 0.9562 0.9562 0.9541 0.9576
PP 0.9518 0.9518 0.9518 0.9525
S1 0.9491 0.9491 0.9527 0.9505
S2 0.9447 0.9447 0.9521
S3 0.9376 0.9420 0.9514
S4 0.9305 0.9349 0.9495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9551 0.9475 0.0076 0.8% 0.0022 0.2% 39% False False 33
10 0.9579 0.9475 0.0104 1.1% 0.0019 0.2% 29% False False 25
20 0.9678 0.9475 0.0203 2.1% 0.0015 0.2% 15% False False 17
40 0.9726 0.9475 0.0251 2.6% 0.0015 0.2% 12% False False 21
60 0.9726 0.9400 0.0326 3.4% 0.0014 0.2% 32% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9577
1.618 0.9557
1.000 0.9545
0.618 0.9537
HIGH 0.9525
0.618 0.9517
0.500 0.9515
0.382 0.9513
LOW 0.9505
0.618 0.9493
1.000 0.9485
1.618 0.9473
2.618 0.9453
4.250 0.9420
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 0.9515 0.9528
PP 0.9512 0.9520
S1 0.9508 0.9513

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.