CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 0.8881 0.8913 0.0032 0.4% 0.8985
High 0.8906 0.8966 0.0060 0.7% 0.9010
Low 0.8881 0.8896 0.0015 0.2% 0.8831
Close 0.8900 0.8944 0.0044 0.5% 0.8867
Range 0.0025 0.0070 0.0045 180.0% 0.0179
ATR 0.0045 0.0047 0.0002 3.9% 0.0000
Volume 18 9 -9 -50.0% 477
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9145 0.9115 0.8983
R3 0.9075 0.9045 0.8963
R2 0.9005 0.9005 0.8957
R1 0.8975 0.8975 0.8950 0.8990
PP 0.8935 0.8935 0.8935 0.8943
S1 0.8905 0.8905 0.8938 0.8920
S2 0.8865 0.8865 0.8931
S3 0.8795 0.8835 0.8925
S4 0.8725 0.8765 0.8906
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9440 0.9332 0.8965
R3 0.9261 0.9153 0.8916
R2 0.9082 0.9082 0.8900
R1 0.8974 0.8974 0.8883 0.8939
PP 0.8903 0.8903 0.8903 0.8885
S1 0.8795 0.8795 0.8851 0.8760
S2 0.8724 0.8724 0.8834
S3 0.8545 0.8616 0.8818
S4 0.8366 0.8437 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8966 0.8831 0.0135 1.5% 0.0036 0.4% 84% True False 52
10 0.9010 0.8831 0.0179 2.0% 0.0042 0.5% 63% False False 64
20 0.9070 0.8831 0.0239 2.7% 0.0040 0.4% 47% False False 59
40 0.9090 0.8831 0.0259 2.9% 0.0040 0.5% 44% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9264
2.618 0.9149
1.618 0.9079
1.000 0.9036
0.618 0.9009
HIGH 0.8966
0.618 0.8939
0.500 0.8931
0.382 0.8923
LOW 0.8896
0.618 0.8853
1.000 0.8826
1.618 0.8783
2.618 0.8713
4.250 0.8599
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 0.8940 0.8933
PP 0.8935 0.8922
S1 0.8931 0.8912

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.