CME Canadian Dollar Future June 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.0095 1.0096 0.0001 0.0% 1.0008
High 1.0108 1.0100 -0.0008 -0.1% 1.0122
Low 1.0095 1.0089 -0.0006 -0.1% 1.0003
Close 1.0102 1.0095 -0.0007 -0.1% 1.0095
Range 0.0013 0.0011 -0.0002 -15.4% 0.0119
ATR 0.0038 0.0036 -0.0002 -4.7% 0.0000
Volume 105 10 -95 -90.5% 358
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0128 1.0122 1.0101
R3 1.0117 1.0111 1.0098
R2 1.0106 1.0106 1.0097
R1 1.0100 1.0100 1.0096 1.0098
PP 1.0095 1.0095 1.0095 1.0093
S1 1.0089 1.0089 1.0094 1.0087
S2 1.0084 1.0084 1.0093
S3 1.0073 1.0078 1.0092
S4 1.0062 1.0067 1.0089
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0430 1.0382 1.0160
R3 1.0311 1.0263 1.0128
R2 1.0192 1.0192 1.0117
R1 1.0144 1.0144 1.0106 1.0168
PP 1.0073 1.0073 1.0073 1.0086
S1 1.0025 1.0025 1.0084 1.0049
S2 0.9954 0.9954 1.0073
S3 0.9835 0.9906 1.0062
S4 0.9716 0.9787 1.0030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 1.0043 0.0079 0.8% 0.0030 0.3% 66% False False 60
10 1.0122 0.9995 0.0127 1.3% 0.0031 0.3% 79% False False 84
20 1.0131 0.9995 0.0136 1.3% 0.0026 0.3% 74% False False 85
40 1.0131 0.9900 0.0231 2.3% 0.0024 0.2% 84% False False 69
60 1.0169 0.9900 0.0269 2.7% 0.0025 0.2% 72% False False 57
80 1.0232 0.9900 0.0332 3.3% 0.0023 0.2% 59% False False 49
100 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 55% False False 43
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 0.0007
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0147
2.618 1.0129
1.618 1.0118
1.000 1.0111
0.618 1.0107
HIGH 1.0100
0.618 1.0096
0.500 1.0095
0.382 1.0093
LOW 1.0089
0.618 1.0082
1.000 1.0078
1.618 1.0071
2.618 1.0060
4.250 1.0042
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.0095 1.0089
PP 1.0095 1.0083
S1 1.0095 1.0077

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.