CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 0.9426 0.9417 -0.0009 -0.1% 0.9512
High 0.9426 0.9421 -0.0005 -0.1% 0.9514
Low 0.9405 0.9385 -0.0020 -0.2% 0.9405
Close 0.9425 0.9403 -0.0022 -0.2% 0.9425
Range 0.0021 0.0036 0.0015 71.4% 0.0109
ATR 0.0028 0.0029 0.0001 3.0% 0.0000
Volume 11 33 22 200.0% 51
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9511 0.9493 0.9423
R3 0.9475 0.9457 0.9413
R2 0.9439 0.9439 0.9410
R1 0.9421 0.9421 0.9406 0.9412
PP 0.9403 0.9403 0.9403 0.9399
S1 0.9385 0.9385 0.9400 0.9376
S2 0.9367 0.9367 0.9396
S3 0.9331 0.9349 0.9393
S4 0.9295 0.9313 0.9383
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9775 0.9709 0.9485
R3 0.9666 0.9600 0.9455
R2 0.9557 0.9557 0.9445
R1 0.9491 0.9491 0.9435 0.9470
PP 0.9448 0.9448 0.9448 0.9437
S1 0.9382 0.9382 0.9415 0.9361
S2 0.9339 0.9339 0.9405
S3 0.9230 0.9273 0.9395
S4 0.9121 0.9164 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9385 0.0115 1.2% 0.0022 0.2% 16% False True 13
10 0.9514 0.9385 0.0129 1.4% 0.0017 0.2% 14% False True 11
20 0.9527 0.9385 0.0142 1.5% 0.0014 0.1% 13% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9574
2.618 0.9515
1.618 0.9479
1.000 0.9457
0.618 0.9443
HIGH 0.9421
0.618 0.9407
0.500 0.9403
0.382 0.9399
LOW 0.9385
0.618 0.9363
1.000 0.9349
1.618 0.9327
2.618 0.9291
4.250 0.9232
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 0.9403 0.9418
PP 0.9403 0.9413
S1 0.9403 0.9408

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.