CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 0.9278 0.9267 -0.0011 -0.1% 0.9383
High 0.9317 0.9342 0.0025 0.3% 0.9383
Low 0.9277 0.9267 -0.0010 -0.1% 0.9267
Close 0.9317 0.9320 0.0003 0.0% 0.9320
Range 0.0040 0.0075 0.0035 87.5% 0.0116
ATR 0.0033 0.0036 0.0003 9.2% 0.0000
Volume 101 34 -67 -66.3% 185
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9535 0.9502 0.9361
R3 0.9460 0.9427 0.9341
R2 0.9385 0.9385 0.9334
R1 0.9352 0.9352 0.9327 0.9369
PP 0.9310 0.9310 0.9310 0.9318
S1 0.9277 0.9277 0.9313 0.9294
S2 0.9235 0.9235 0.9306
S3 0.9160 0.9202 0.9299
S4 0.9085 0.9127 0.9279
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9671 0.9612 0.9384
R3 0.9555 0.9496 0.9352
R2 0.9439 0.9439 0.9341
R1 0.9380 0.9380 0.9331 0.9352
PP 0.9323 0.9323 0.9323 0.9309
S1 0.9264 0.9264 0.9309 0.9236
S2 0.9207 0.9207 0.9299
S3 0.9091 0.9148 0.9288
S4 0.8975 0.9032 0.9256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9383 0.9267 0.0116 1.2% 0.0036 0.4% 46% False True 37
10 0.9384 0.9267 0.0117 1.3% 0.0034 0.4% 45% False True 41
20 0.9426 0.9267 0.0159 1.7% 0.0028 0.3% 33% False True 42
40 0.9527 0.9267 0.0260 2.8% 0.0020 0.2% 20% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.9661
2.618 0.9538
1.618 0.9463
1.000 0.9417
0.618 0.9388
HIGH 0.9342
0.618 0.9313
0.500 0.9305
0.382 0.9296
LOW 0.9267
0.618 0.9221
1.000 0.9192
1.618 0.9146
2.618 0.9071
4.250 0.8948
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 0.9315 0.9315
PP 0.9310 0.9310
S1 0.9305 0.9305

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.