CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 0.9118 0.9173 0.0055 0.6% 0.9141
High 0.9186 0.9173 -0.0013 -0.1% 0.9141
Low 0.9118 0.9168 0.0050 0.5% 0.9073
Close 0.9181 0.9171 -0.0010 -0.1% 0.9091
Range 0.0068 0.0005 -0.0063 -92.6% 0.0068
ATR 0.0029 0.0028 -0.0001 -3.9% 0.0000
Volume 101 227 126 124.8% 336
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9183 0.9174
R3 0.9181 0.9178 0.9172
R2 0.9176 0.9176 0.9172
R1 0.9173 0.9173 0.9171 0.9172
PP 0.9171 0.9171 0.9171 0.9170
S1 0.9168 0.9168 0.9171 0.9167
S2 0.9166 0.9166 0.9170
S3 0.9161 0.9163 0.9170
S4 0.9156 0.9158 0.9168
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9306 0.9266 0.9128
R3 0.9238 0.9198 0.9110
R2 0.9170 0.9170 0.9103
R1 0.9130 0.9130 0.9097 0.9116
PP 0.9102 0.9102 0.9102 0.9095
S1 0.9062 0.9062 0.9085 0.9048
S2 0.9034 0.9034 0.9079
S3 0.8966 0.8994 0.9072
S4 0.8898 0.8926 0.9054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9186 0.9061 0.0125 1.4% 0.0018 0.2% 88% False False 80
10 0.9186 0.9061 0.0125 1.4% 0.0016 0.2% 88% False False 72
20 0.9186 0.9060 0.0126 1.4% 0.0015 0.2% 88% False False 52
40 0.9356 0.9060 0.0296 3.2% 0.0013 0.1% 38% False False 44
60 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 38% False False 41
80 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 38% False False 34
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9186
1.618 0.9181
1.000 0.9178
0.618 0.9176
HIGH 0.9173
0.618 0.9171
0.500 0.9171
0.382 0.9170
LOW 0.9168
0.618 0.9165
1.000 0.9163
1.618 0.9160
2.618 0.9155
4.250 0.9147
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 0.9171 0.9158
PP 0.9171 0.9145
S1 0.9171 0.9132

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.