CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 0.7987 0.8018 0.0031 0.4% 0.8281
High 0.8055 0.8025 -0.0030 -0.4% 0.8281
Low 0.7987 0.7963 -0.0024 -0.3% 0.8005
Close 0.8046 0.7981 -0.0065 -0.8% 0.8024
Range 0.0068 0.0062 -0.0006 -8.8% 0.0276
ATR 0.0055 0.0057 0.0002 3.7% 0.0000
Volume 9 97 88 977.8% 283
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8176 0.8140 0.8015
R3 0.8114 0.8078 0.7998
R2 0.8052 0.8052 0.7992
R1 0.8016 0.8016 0.7987 0.8003
PP 0.7990 0.7990 0.7990 0.7983
S1 0.7954 0.7954 0.7975 0.7941
S2 0.7928 0.7928 0.7970
S3 0.7866 0.7892 0.7964
S4 0.7804 0.7830 0.7947
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8931 0.8754 0.8176
R3 0.8655 0.8478 0.8100
R2 0.8379 0.8379 0.8075
R1 0.8202 0.8202 0.8049 0.8153
PP 0.8103 0.8103 0.8103 0.8079
S1 0.7926 0.7926 0.7999 0.7877
S2 0.7827 0.7827 0.7973
S3 0.7551 0.7650 0.7948
S4 0.7275 0.7374 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8072 0.7963 0.0109 1.4% 0.0050 0.6% 17% False True 75
10 0.8383 0.7963 0.0420 5.3% 0.0068 0.8% 4% False True 50
20 0.8581 0.7963 0.0618 7.7% 0.0049 0.6% 3% False True 39
40 0.8775 0.7963 0.0812 10.2% 0.0035 0.4% 2% False True 40
60 0.8843 0.7963 0.0880 11.0% 0.0026 0.3% 2% False True 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8289
2.618 0.8187
1.618 0.8125
1.000 0.8087
0.618 0.8063
HIGH 0.8025
0.618 0.8001
0.500 0.7994
0.382 0.7987
LOW 0.7963
0.618 0.7925
1.000 0.7901
1.618 0.7863
2.618 0.7801
4.250 0.7700
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 0.7994 0.8009
PP 0.7990 0.8000
S1 0.7985 0.7990

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.