CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 0.9500 0.9516 0.0016 0.2% 0.9490
High 0.9500 0.9520 0.0020 0.2% 0.9520
Low 0.9450 0.9516 0.0066 0.7% 0.9450
Close 0.9487 0.9520 0.0033 0.3% 0.9520
Range 0.0050 0.0004 -0.0046 -92.0% 0.0070
ATR 0.0031 0.0031 0.0000 0.4% 0.0000
Volume 9 44 35 388.9% 160
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9531 0.9529 0.9522
R3 0.9527 0.9525 0.9521
R2 0.9523 0.9523 0.9521
R1 0.9521 0.9521 0.9520 0.9522
PP 0.9519 0.9519 0.9519 0.9519
S1 0.9517 0.9517 0.9520 0.9518
S2 0.9515 0.9515 0.9519
S3 0.9511 0.9513 0.9519
S4 0.9507 0.9509 0.9518
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9707 0.9683 0.9559
R3 0.9637 0.9613 0.9539
R2 0.9567 0.9567 0.9533
R1 0.9543 0.9543 0.9526 0.9555
PP 0.9497 0.9497 0.9497 0.9503
S1 0.9473 0.9473 0.9514 0.9485
S2 0.9427 0.9427 0.9507
S3 0.9357 0.9403 0.9501
S4 0.9287 0.9333 0.9482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9520 0.9450 0.0070 0.7% 0.0016 0.2% 100% True False 32
10 0.9551 0.9450 0.0101 1.1% 0.0017 0.2% 69% False False 42
20 0.9678 0.9450 0.0228 2.4% 0.0017 0.2% 31% False False 31
40 0.9678 0.9450 0.0228 2.4% 0.0014 0.1% 31% False False 22
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 37% False False 22
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9537
2.618 0.9530
1.618 0.9526
1.000 0.9524
0.618 0.9522
HIGH 0.9520
0.618 0.9518
0.500 0.9518
0.382 0.9518
LOW 0.9516
0.618 0.9514
1.000 0.9512
1.618 0.9510
2.618 0.9506
4.250 0.9499
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 0.9519 0.9508
PP 0.9519 0.9497
S1 0.9518 0.9485

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.