CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 0.9153 0.9134 -0.0019 -0.2% 0.9127
High 0.9153 0.9134 -0.0019 -0.2% 0.9158
Low 0.9153 0.9118 -0.0035 -0.4% 0.9115
Close 0.9153 0.9132 -0.0021 -0.2% 0.9156
Range 0.0000 0.0016 0.0016 0.0043
ATR 0.0030 0.0031 0.0000 1.1% 0.0000
Volume 248 8 -240 -96.8% 344
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 0.9176 0.9170 0.9141
R3 0.9160 0.9154 0.9136
R2 0.9144 0.9144 0.9135
R1 0.9138 0.9138 0.9133 0.9133
PP 0.9128 0.9128 0.9128 0.9126
S1 0.9122 0.9122 0.9131 0.9117
S2 0.9112 0.9112 0.9129
S3 0.9096 0.9106 0.9128
S4 0.9080 0.9090 0.9123
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9257 0.9180
R3 0.9229 0.9214 0.9168
R2 0.9186 0.9186 0.9164
R1 0.9171 0.9171 0.9160 0.9179
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9128 0.9128 0.9152 0.9136
S2 0.9100 0.9100 0.9148
S3 0.9057 0.9085 0.9144
S4 0.9014 0.9042 0.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9158 0.9118 0.0040 0.4% 0.0014 0.2% 35% False True 63
10 0.9195 0.9115 0.0080 0.9% 0.0024 0.3% 21% False False 76
20 0.9195 0.8999 0.0196 2.1% 0.0020 0.2% 68% False False 64
40 0.9195 0.8881 0.0314 3.4% 0.0025 0.3% 80% False False 52
60 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 83% False False 56
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9202
2.618 0.9176
1.618 0.9160
1.000 0.9150
0.618 0.9144
HIGH 0.9134
0.618 0.9128
0.500 0.9126
0.382 0.9124
LOW 0.9118
0.618 0.9108
1.000 0.9102
1.618 0.9092
2.618 0.9076
4.250 0.9050
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 0.9130 0.9138
PP 0.9128 0.9136
S1 0.9126 0.9134

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.