CME Canadian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 0.9965 0.9971 0.0006 0.1% 1.0014
High 0.9977 0.9983 0.0006 0.1% 1.0095
Low 0.9940 0.9971 0.0031 0.3% 0.9940
Close 0.9969 0.9976 0.0007 0.1% 0.9969
Range 0.0037 0.0012 -0.0025 -67.6% 0.0155
ATR 0.0054 0.0051 -0.0003 -5.3% 0.0000
Volume 387 877 490 126.6% 1,577
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0013 1.0006 0.9983
R3 1.0001 0.9994 0.9979
R2 0.9989 0.9989 0.9978
R1 0.9982 0.9982 0.9977 0.9986
PP 0.9977 0.9977 0.9977 0.9978
S1 0.9970 0.9970 0.9975 0.9974
S2 0.9965 0.9965 0.9974
S3 0.9953 0.9958 0.9973
S4 0.9941 0.9946 0.9969
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0466 1.0373 1.0054
R3 1.0311 1.0218 1.0012
R2 1.0156 1.0156 0.9997
R1 1.0063 1.0063 0.9983 1.0032
PP 1.0001 1.0001 1.0001 0.9986
S1 0.9908 0.9908 0.9955 0.9877
S2 0.9846 0.9846 0.9941
S3 0.9691 0.9753 0.9926
S4 0.9536 0.9598 0.9884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9940 0.0155 1.6% 0.0049 0.5% 23% False False 405
10 1.0095 0.9940 0.0155 1.6% 0.0043 0.4% 23% False False 361
20 1.0210 0.9940 0.0270 2.7% 0.0055 0.6% 13% False False 405
40 1.0232 0.9940 0.0292 2.9% 0.0050 0.5% 12% False False 285
60 1.0320 0.9940 0.0380 3.8% 0.0045 0.4% 9% False False 220
80 1.0320 0.9734 0.0586 5.9% 0.0038 0.4% 41% False False 175
100 1.0320 0.9610 0.0710 7.1% 0.0037 0.4% 52% False False 145
120 1.0320 0.9536 0.0784 7.9% 0.0036 0.4% 56% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 1.0014
1.618 1.0002
1.000 0.9995
0.618 0.9990
HIGH 0.9983
0.618 0.9978
0.500 0.9977
0.382 0.9976
LOW 0.9971
0.618 0.9964
1.000 0.9959
1.618 0.9952
2.618 0.9940
4.250 0.9920
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 0.9977 0.9981
PP 0.9977 0.9979
S1 0.9976 0.9978

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.