O|R of CL : Hot Topic

CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0000 1.0025 0.0025 0.3% 0.9988
High 1.0038 1.0025 -0.0013 -0.1% 1.0038
Low 0.9980 0.9997 0.0017 0.2% 0.9972
Close 1.0038 1.0018 -0.0020 -0.2% 1.0038
Range 0.0058 0.0028 -0.0030 -51.7% 0.0066
ATR 0.0036 0.0036 0.0000 1.1% 0.0000
Volume 31 29 -2 -6.5% 261
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0097 1.0086 1.0033
R3 1.0069 1.0058 1.0026
R2 1.0041 1.0041 1.0023
R1 1.0030 1.0030 1.0021 1.0022
PP 1.0013 1.0013 1.0013 1.0009
S1 1.0002 1.0002 1.0015 0.9994
S2 0.9985 0.9985 1.0013
S3 0.9957 0.9974 1.0010
S4 0.9929 0.9946 1.0003
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0214 1.0192 1.0074
R3 1.0148 1.0126 1.0056
R2 1.0082 1.0082 1.0050
R1 1.0060 1.0060 1.0044 1.0071
PP 1.0016 1.0016 1.0016 1.0022
S1 0.9994 0.9994 1.0032 1.0005
S2 0.9950 0.9950 1.0026
S3 0.9884 0.9928 1.0020
S4 0.9818 0.9862 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0038 0.9972 0.0066 0.7% 0.0022 0.2% 70% False False 58
10 1.0038 0.9900 0.0138 1.4% 0.0019 0.2% 86% False False 56
20 1.0055 0.9900 0.0155 1.5% 0.0021 0.2% 76% False False 48
40 1.0200 0.9900 0.0300 3.0% 0.0024 0.2% 39% False False 38
60 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 33% False False 34
80 1.0254 0.9862 0.0392 3.9% 0.0021 0.2% 40% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0098
1.618 1.0070
1.000 1.0053
0.618 1.0042
HIGH 1.0025
0.618 1.0014
0.500 1.0011
0.382 1.0008
LOW 0.9997
0.618 0.9980
1.000 0.9969
1.618 0.9952
2.618 0.9924
4.250 0.9878
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0016 1.0014
PP 1.0013 1.0010
S1 1.0011 1.0006

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.