CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 0.9001 0.8940 -0.0061 -0.7% 0.8965
High 0.9045 0.8940 -0.0105 -1.2% 0.9015
Low 0.8935 0.8815 -0.0120 -1.3% 0.8930
Close 0.8936 0.8863 -0.0073 -0.8% 0.8972
Range 0.0110 0.0125 0.0015 13.6% 0.0085
ATR 0.0051 0.0056 0.0005 10.5% 0.0000
Volume 29 194 165 569.0% 1,330
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9248 0.9180 0.8932
R3 0.9123 0.9055 0.8897
R2 0.8998 0.8998 0.8886
R1 0.8930 0.8930 0.8874 0.8902
PP 0.8873 0.8873 0.8873 0.8858
S1 0.8805 0.8805 0.8852 0.8777
S2 0.8748 0.8748 0.8840
S3 0.8623 0.8680 0.8829
S4 0.8498 0.8555 0.8794
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9185 0.9019
R3 0.9142 0.9100 0.8995
R2 0.9057 0.9057 0.8988
R1 0.9015 0.9015 0.8980 0.9036
PP 0.8972 0.8972 0.8972 0.8983
S1 0.8930 0.8930 0.8964 0.8951
S2 0.8887 0.8887 0.8956
S3 0.8802 0.8845 0.8949
S4 0.8717 0.8760 0.8925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8815 0.0230 2.6% 0.0065 0.7% 21% False True 207
10 0.9085 0.8815 0.0270 3.0% 0.0059 0.7% 18% False True 174
20 0.9085 0.8815 0.0270 3.0% 0.0043 0.5% 18% False True 113
40 0.9093 0.8815 0.0278 3.1% 0.0040 0.5% 17% False True 87
60 0.9387 0.8815 0.0572 6.5% 0.0038 0.4% 8% False True 82
80 0.9450 0.8815 0.0635 7.2% 0.0035 0.4% 8% False True 71
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 0.0010
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 0.9471
2.618 0.9267
1.618 0.9142
1.000 0.9065
0.618 0.9017
HIGH 0.8940
0.618 0.8892
0.500 0.8878
0.382 0.8863
LOW 0.8815
0.618 0.8738
1.000 0.8690
1.618 0.8613
2.618 0.8488
4.250 0.8284
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 0.8878 0.8930
PP 0.8873 0.8908
S1 0.8868 0.8885

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.