CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.8963 0.8940 -0.0023 -0.3% 0.8982
High 0.8963 0.8969 0.0006 0.1% 0.9070
Low 0.8944 0.8940 -0.0004 0.0% 0.8940
Close 0.8944 0.8946 0.0002 0.0% 0.8950
Range 0.0019 0.0029 0.0010 52.6% 0.0130
ATR 0.0049 0.0048 -0.0001 -2.9% 0.0000
Volume 68 20 -48 -70.6% 284
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9039 0.9021 0.8962
R3 0.9010 0.8992 0.8954
R2 0.8981 0.8981 0.8951
R1 0.8963 0.8963 0.8949 0.8972
PP 0.8952 0.8952 0.8952 0.8956
S1 0.8934 0.8934 0.8943 0.8943
S2 0.8923 0.8923 0.8941
S3 0.8894 0.8905 0.8938
S4 0.8865 0.8876 0.8930
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9293 0.9022
R3 0.9247 0.9163 0.8986
R2 0.9117 0.9117 0.8974
R1 0.9033 0.9033 0.8962 0.9010
PP 0.8987 0.8987 0.8987 0.8975
S1 0.8903 0.8903 0.8938 0.8880
S2 0.8857 0.8857 0.8926
S3 0.8727 0.8773 0.8914
S4 0.8597 0.8643 0.8879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9070 0.8940 0.0130 1.5% 0.0048 0.5% 5% False True 56
10 0.9070 0.8909 0.0161 1.8% 0.0040 0.4% 23% False False 55
20 0.9090 0.8878 0.0212 2.4% 0.0040 0.5% 32% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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 0.9092
2.618 0.9045
1.618 0.9016
1.000 0.8998
0.618 0.8987
HIGH 0.8969
0.618 0.8958
0.500 0.8955
0.382 0.8951
LOW 0.8940
0.618 0.8922
1.000 0.8911
1.618 0.8893
2.618 0.8864
4.250 0.8817
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.8955 0.8996
PP 0.8952 0.8979
S1 0.8949 0.8963

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.