CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8260 0.8275 0.0015 0.2% 0.8200
High 0.8273 0.8329 0.0056 0.7% 0.8357
Low 0.8223 0.8275 0.0052 0.6% 0.8198
Close 0.8254 0.8320 0.0066 0.8% 0.8253
Range 0.0050 0.0054 0.0004 8.0% 0.0159
ATR 0.0074 0.0074 0.0000 0.1% 0.0000
Volume 384 139 -245 -63.8% 1,381
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8470 0.8449 0.8350
R3 0.8416 0.8395 0.8335
R2 0.8362 0.8362 0.8330
R1 0.8341 0.8341 0.8325 0.8352
PP 0.8308 0.8308 0.8308 0.8313
S1 0.8287 0.8287 0.8315 0.8298
S2 0.8254 0.8254 0.8310
S3 0.8200 0.8233 0.8305
S4 0.8146 0.8179 0.8290
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8746 0.8659 0.8340
R3 0.8587 0.8500 0.8297
R2 0.8428 0.8428 0.8282
R1 0.8341 0.8341 0.8268 0.8385
PP 0.8269 0.8269 0.8269 0.8291
S1 0.8182 0.8182 0.8238 0.8226
S2 0.8110 0.8110 0.8224
S3 0.7951 0.8023 0.8209
S4 0.7792 0.7864 0.8166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8357 0.8209 0.0148 1.8% 0.0066 0.8% 75% False False 300
10 0.8357 0.8185 0.0172 2.1% 0.0072 0.9% 78% False False 259
20 0.8357 0.7947 0.0410 4.9% 0.0077 0.9% 91% False False 355
40 0.8357 0.7777 0.0580 7.0% 0.0079 0.9% 94% False False 301
60 0.8357 0.7777 0.0580 7.0% 0.0070 0.8% 94% False False 269
80 0.8357 0.7777 0.0580 7.0% 0.0070 0.8% 94% False False 221
100 0.8586 0.7777 0.0809 9.7% 0.0062 0.7% 67% False False 182
120 0.8843 0.7777 0.1066 12.8% 0.0054 0.7% 51% False False 159
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8559
2.618 0.8470
1.618 0.8416
1.000 0.8383
0.618 0.8362
HIGH 0.8329
0.618 0.8308
0.500 0.8302
0.382 0.8296
LOW 0.8275
0.618 0.8242
1.000 0.8221
1.618 0.8188
2.618 0.8134
4.250 0.8046
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8314 0.8305
PP 0.8308 0.8291
S1 0.8302 0.8276

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.