CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 0.9045 0.9102 0.0057 0.6% 0.9040
High 0.9107 0.9106 -0.0001 0.0% 0.9057
Low 0.9043 0.9081 0.0038 0.4% 0.9018
Close 0.9097 0.9106 0.0009 0.1% 0.9029
Range 0.0064 0.0025 -0.0039 -60.9% 0.0039
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 184 434 250 135.9% 701
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9173 0.9164 0.9120
R3 0.9148 0.9139 0.9113
R2 0.9123 0.9123 0.9111
R1 0.9114 0.9114 0.9108 0.9119
PP 0.9098 0.9098 0.9098 0.9100
S1 0.9089 0.9089 0.9104 0.9094
S2 0.9073 0.9073 0.9101
S3 0.9048 0.9064 0.9099
S4 0.9023 0.9039 0.9092
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9152 0.9129 0.9050
R3 0.9113 0.9090 0.9040
R2 0.9074 0.9074 0.9036
R1 0.9051 0.9051 0.9033 0.9043
PP 0.9035 0.9035 0.9035 0.9031
S1 0.9012 0.9012 0.9025 0.9004
S2 0.8996 0.8996 0.9022
S3 0.8957 0.8973 0.9018
S4 0.8918 0.8934 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9107 0.9025 0.0082 0.9% 0.0027 0.3% 99% False False 246
10 0.9107 0.9018 0.0089 1.0% 0.0028 0.3% 99% False False 208
20 0.9174 0.9018 0.0156 1.7% 0.0035 0.4% 56% False False 216
40 0.9174 0.8815 0.0359 3.9% 0.0044 0.5% 81% False False 235
60 0.9174 0.8815 0.0359 3.9% 0.0039 0.4% 81% False False 175
80 0.9335 0.8815 0.0520 5.7% 0.0039 0.4% 56% False False 154
100 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 51% False False 130
120 0.9527 0.8815 0.0712 7.8% 0.0034 0.4% 41% False False 112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9212
2.618 0.9171
1.618 0.9146
1.000 0.9131
0.618 0.9121
HIGH 0.9106
0.618 0.9096
0.500 0.9094
0.382 0.9091
LOW 0.9081
0.618 0.9066
1.000 0.9056
1.618 0.9041
2.618 0.9016
4.250 0.8975
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 0.9102 0.9094
PP 0.9098 0.9081
S1 0.9094 0.9069

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.