O|R of CL : Hot Topic

CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.0008 1.0101 0.0093 0.9% 1.0042
High 1.0057 1.0122 0.0065 0.6% 1.0055
Low 1.0003 1.0092 0.0089 0.9% 0.9995
Close 1.0016 1.0104 0.0088 0.9% 0.9999
Range 0.0054 0.0030 -0.0024 -44.4% 0.0060
ATR 0.0033 0.0038 0.0005 15.7% 0.0000
Volume 171 102 -69 -40.4% 368
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0196 1.0180 1.0121
R3 1.0166 1.0150 1.0112
R2 1.0136 1.0136 1.0110
R1 1.0120 1.0120 1.0107 1.0128
PP 1.0106 1.0106 1.0106 1.0110
S1 1.0090 1.0090 1.0101 1.0098
S2 1.0076 1.0076 1.0099
S3 1.0046 1.0060 1.0096
S4 1.0016 1.0030 1.0088
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0196 1.0158 1.0032
R3 1.0136 1.0098 1.0016
R2 1.0076 1.0076 1.0010
R1 1.0038 1.0038 1.0005 1.0027
PP 1.0016 1.0016 1.0016 1.0011
S1 0.9978 0.9978 0.9994 0.9967
S2 0.9956 0.9956 0.9988
S3 0.9896 0.9918 0.9983
S4 0.9836 0.9858 0.9966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 0.9995 0.0127 1.3% 0.0034 0.3% 86% True False 85
10 1.0122 0.9995 0.0127 1.3% 0.0031 0.3% 86% True False 97
20 1.0131 0.9995 0.0136 1.3% 0.0025 0.2% 80% False False 79
40 1.0131 0.9900 0.0231 2.3% 0.0024 0.2% 88% False False 65
60 1.0186 0.9900 0.0286 2.8% 0.0024 0.2% 71% False False 54
80 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 58% False False 47
100 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 58% False False 42
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0250
2.618 1.0201
1.618 1.0171
1.000 1.0152
0.618 1.0141
HIGH 1.0122
0.618 1.0111
0.500 1.0107
0.382 1.0103
LOW 1.0092
0.618 1.0073
1.000 1.0062
1.618 1.0043
2.618 1.0013
4.250 0.9965
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.0107 1.0089
PP 1.0106 1.0074
S1 1.0105 1.0059

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.