CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 0.7833 0.7955 0.0122 1.6% 0.8011
High 0.7946 0.8048 0.0102 1.3% 0.8055
Low 0.7833 0.7955 0.0122 1.6% 0.7820
Close 0.7929 0.8038 0.0109 1.4% 0.7869
Range 0.0113 0.0093 -0.0020 -17.7% 0.0235
ATR 0.0065 0.0069 0.0004 6.0% 0.0000
Volume 349 139 -210 -60.2% 267
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8293 0.8258 0.8089
R3 0.8200 0.8165 0.8064
R2 0.8107 0.8107 0.8055
R1 0.8072 0.8072 0.8047 0.8090
PP 0.8014 0.8014 0.8014 0.8022
S1 0.7979 0.7979 0.8029 0.7997
S2 0.7921 0.7921 0.8021
S3 0.7828 0.7886 0.8012
S4 0.7735 0.7793 0.7987
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8620 0.8479 0.7998
R3 0.8385 0.8244 0.7934
R2 0.8150 0.8150 0.7912
R1 0.8009 0.8009 0.7891 0.7962
PP 0.7915 0.7915 0.7915 0.7891
S1 0.7774 0.7774 0.7847 0.7727
S2 0.7680 0.7680 0.7826
S3 0.7445 0.7539 0.7804
S4 0.7210 0.7304 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7820 0.0228 2.8% 0.0087 1.1% 96% True False 137
10 0.8250 0.7820 0.0430 5.3% 0.0082 1.0% 51% False False 102
20 0.8446 0.7820 0.0626 7.8% 0.0063 0.8% 35% False False 65
40 0.8710 0.7820 0.0890 11.1% 0.0044 0.5% 24% False False 53
60 0.8843 0.7820 0.1023 12.7% 0.0031 0.4% 21% False False 43
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8443
2.618 0.8291
1.618 0.8198
1.000 0.8141
0.618 0.8105
HIGH 0.8048
0.618 0.8012
0.500 0.8002
0.382 0.7991
LOW 0.7955
0.618 0.7898
1.000 0.7862
1.618 0.7805
2.618 0.7712
4.250 0.7560
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 0.8026 0.8003
PP 0.8014 0.7969
S1 0.8002 0.7934

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.