CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 0.8611 0.8575 -0.0036 -0.4% 0.8660
High 0.8622 0.8575 -0.0047 -0.5% 0.8687
Low 0.8587 0.8533 -0.0054 -0.6% 0.8587
Close 0.8590 0.8533 -0.0057 -0.7% 0.8590
Range 0.0035 0.0042 0.0007 20.0% 0.0100
ATR 0.0045 0.0046 0.0001 2.0% 0.0000
Volume 65 251 186 286.2% 194
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8673 0.8645 0.8556
R3 0.8631 0.8603 0.8545
R2 0.8589 0.8589 0.8541
R1 0.8561 0.8561 0.8537 0.8554
PP 0.8547 0.8547 0.8547 0.8544
S1 0.8519 0.8519 0.8529 0.8512
S2 0.8505 0.8505 0.8525
S3 0.8463 0.8477 0.8521
S4 0.8421 0.8435 0.8510
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8921 0.8856 0.8645
R3 0.8821 0.8756 0.8618
R2 0.8721 0.8721 0.8608
R1 0.8656 0.8656 0.8599 0.8639
PP 0.8621 0.8621 0.8621 0.8613
S1 0.8556 0.8556 0.8581 0.8539
S2 0.8521 0.8521 0.8572
S3 0.8421 0.8456 0.8563
S4 0.8321 0.8356 0.8535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8687 0.8533 0.0154 1.8% 0.0032 0.4% 0% False True 88
10 0.8747 0.8533 0.0214 2.5% 0.0020 0.2% 0% False True 52
20 0.8843 0.8533 0.0310 3.6% 0.0013 0.2% 0% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8754
2.618 0.8685
1.618 0.8643
1.000 0.8617
0.618 0.8601
HIGH 0.8575
0.618 0.8559
0.500 0.8554
0.382 0.8549
LOW 0.8533
0.618 0.8507
1.000 0.8491
1.618 0.8465
2.618 0.8423
4.250 0.8355
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 0.8554 0.8580
PP 0.8547 0.8564
S1 0.8540 0.8549

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.