O|R of CL : Hot Topic

CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 0.9739 0.9749 0.0010 0.1% 0.9761
High 0.9766 0.9797 0.0031 0.3% 0.9787
Low 0.9723 0.9749 0.0026 0.3% 0.9704
Close 0.9759 0.9770 0.0011 0.1% 0.9759
Range 0.0043 0.0048 0.0005 11.6% 0.0083
ATR 0.0052 0.0052 0.0000 -0.6% 0.0000
Volume 46,965 69,778 22,813 48.6% 301,196
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9916 0.9891 0.9796
R3 0.9868 0.9843 0.9783
R2 0.9820 0.9820 0.9779
R1 0.9795 0.9795 0.9774 0.9808
PP 0.9772 0.9772 0.9772 0.9778
S1 0.9747 0.9747 0.9766 0.9760
S2 0.9724 0.9724 0.9761
S3 0.9676 0.9699 0.9757
S4 0.9628 0.9651 0.9744
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9999 0.9962 0.9805
R3 0.9916 0.9879 0.9782
R2 0.9833 0.9833 0.9774
R1 0.9796 0.9796 0.9767 0.9773
PP 0.9750 0.9750 0.9750 0.9739
S1 0.9713 0.9713 0.9751 0.9690
S2 0.9667 0.9667 0.9744
S3 0.9584 0.9630 0.9736
S4 0.9501 0.9547 0.9713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9797 0.9704 0.0093 1.0% 0.0051 0.5% 71% True False 61,351
10 0.9802 0.9691 0.0111 1.1% 0.0050 0.5% 71% False False 61,532
20 0.9802 0.9646 0.0156 1.6% 0.0053 0.5% 79% False False 35,232
40 1.0035 0.9646 0.0389 4.0% 0.0051 0.5% 32% False False 17,927
60 1.0151 0.9646 0.0505 5.2% 0.0047 0.5% 25% False False 12,017
80 1.0151 0.9646 0.0505 5.2% 0.0041 0.4% 25% False False 9,030
100 1.0151 0.9646 0.0505 5.2% 0.0037 0.4% 25% False False 7,234
120 1.0200 0.9646 0.0554 5.7% 0.0035 0.4% 22% False False 6,033
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0001
2.618 0.9923
1.618 0.9875
1.000 0.9845
0.618 0.9827
HIGH 0.9797
0.618 0.9779
0.500 0.9773
0.382 0.9767
LOW 0.9749
0.618 0.9719
1.000 0.9701
1.618 0.9671
2.618 0.9623
4.250 0.9545
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 0.9773 0.9767
PP 0.9772 0.9763
S1 0.9771 0.9760

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.