CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 0.8935 0.9006 0.0071 0.8% 0.9066
High 0.8991 0.9013 0.0022 0.2% 0.9079
Low 0.8935 0.8951 0.0016 0.2% 0.8889
Close 0.8989 0.8963 -0.0026 -0.3% 0.8989
Range 0.0056 0.0062 0.0006 10.7% 0.0190
ATR 0.0051 0.0052 0.0001 1.5% 0.0000
Volume 50 82 32 64.0% 212
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9162 0.9124 0.8997
R3 0.9100 0.9062 0.8980
R2 0.9038 0.9038 0.8974
R1 0.9000 0.9000 0.8969 0.8988
PP 0.8976 0.8976 0.8976 0.8970
S1 0.8938 0.8938 0.8957 0.8926
S2 0.8914 0.8914 0.8952
S3 0.8852 0.8876 0.8946
S4 0.8790 0.8814 0.8929
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9556 0.9462 0.9094
R3 0.9366 0.9272 0.9041
R2 0.9176 0.9176 0.9024
R1 0.9082 0.9082 0.9006 0.9034
PP 0.8986 0.8986 0.8986 0.8962
S1 0.8892 0.8892 0.8972 0.8844
S2 0.8796 0.8796 0.8954
S3 0.8606 0.8702 0.8937
S4 0.8416 0.8512 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9079 0.8889 0.0190 2.1% 0.0060 0.7% 39% False False 58
10 0.9169 0.8889 0.0280 3.1% 0.0046 0.5% 26% False False 68
20 0.9387 0.8889 0.0498 5.6% 0.0043 0.5% 15% False False 79
40 0.9414 0.8889 0.0525 5.9% 0.0034 0.4% 14% False False 59
60 0.9527 0.8889 0.0638 7.1% 0.0027 0.3% 12% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9277
2.618 0.9175
1.618 0.9113
1.000 0.9075
0.618 0.9051
HIGH 0.9013
0.618 0.8989
0.500 0.8982
0.382 0.8975
LOW 0.8951
0.618 0.8913
1.000 0.8889
1.618 0.8851
2.618 0.8789
4.250 0.8688
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 0.8982 0.8959
PP 0.8976 0.8955
S1 0.8969 0.8951

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.