CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 0.9805 0.9809 0.0004 0.0% 0.9761
High 0.9805 0.9824 0.0019 0.2% 0.9810
Low 0.9805 0.9809 0.0004 0.0% 0.9715
Close 0.9805 0.9824 0.0019 0.2% 0.9808
Range 0.0000 0.0015 0.0015 0.0095
ATR 0.0042 0.0040 -0.0002 -3.9% 0.0000
Volume 11 11 0 0.0% 88
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9864 0.9859 0.9832
R3 0.9849 0.9844 0.9828
R2 0.9834 0.9834 0.9827
R1 0.9829 0.9829 0.9825 0.9832
PP 0.9819 0.9819 0.9819 0.9820
S1 0.9814 0.9814 0.9823 0.9817
S2 0.9804 0.9804 0.9821
S3 0.9789 0.9799 0.9820
S4 0.9774 0.9784 0.9816
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0063 1.0030 0.9860
R3 0.9968 0.9935 0.9834
R2 0.9873 0.9873 0.9825
R1 0.9840 0.9840 0.9817 0.9857
PP 0.9778 0.9778 0.9778 0.9786
S1 0.9745 0.9745 0.9799 0.9762
S2 0.9683 0.9683 0.9791
S3 0.9588 0.9650 0.9782
S4 0.9493 0.9555 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9824 0.9715 0.0109 1.1% 0.0020 0.2% 100% True False 18
10 0.9840 0.9715 0.0125 1.3% 0.0024 0.2% 87% False False 13
20 0.9840 0.9610 0.0230 2.3% 0.0035 0.4% 93% False False 21
40 0.9840 0.9536 0.0304 3.1% 0.0031 0.3% 95% False False 50
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9863
1.618 0.9848
1.000 0.9839
0.618 0.9833
HIGH 0.9824
0.618 0.9818
0.500 0.9817
0.382 0.9815
LOW 0.9809
0.618 0.9800
1.000 0.9794
1.618 0.9785
2.618 0.9770
4.250 0.9745
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 0.9822 0.9817
PP 0.9819 0.9809
S1 0.9817 0.9802

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.