CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9811 0.9832 0.0021 0.2% 0.9912
High 0.9838 0.9846 0.0008 0.1% 0.9977
Low 0.9776 0.9789 0.0013 0.1% 0.9842
Close 0.9820 0.9827 0.0007 0.1% 0.9880
Range 0.0062 0.0057 -0.0005 -8.1% 0.0135
ATR 0.0058 0.0058 0.0000 -0.1% 0.0000
Volume 80,208 75,905 -4,303 -5.4% 333,032
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 0.9992 0.9966 0.9858
R3 0.9935 0.9909 0.9843
R2 0.9878 0.9878 0.9837
R1 0.9852 0.9852 0.9832 0.9837
PP 0.9821 0.9821 0.9821 0.9813
S1 0.9795 0.9795 0.9822 0.9780
S2 0.9764 0.9764 0.9817
S3 0.9707 0.9738 0.9811
S4 0.9650 0.9681 0.9796
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0305 1.0227 0.9954
R3 1.0170 1.0092 0.9917
R2 1.0035 1.0035 0.9905
R1 0.9957 0.9957 0.9892 0.9929
PP 0.9900 0.9900 0.9900 0.9885
S1 0.9822 0.9822 0.9868 0.9794
S2 0.9765 0.9765 0.9855
S3 0.9630 0.9687 0.9843
S4 0.9495 0.9552 0.9806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9929 0.9776 0.0153 1.6% 0.0069 0.7% 33% False False 79,604
10 0.9977 0.9776 0.0201 2.0% 0.0060 0.6% 25% False False 69,531
20 0.9977 0.9709 0.0268 2.7% 0.0055 0.6% 44% False False 67,103
40 0.9977 0.9690 0.0287 2.9% 0.0055 0.6% 48% False False 67,465
60 0.9977 0.9646 0.0331 3.4% 0.0055 0.6% 55% False False 53,840
80 1.0060 0.9646 0.0414 4.2% 0.0054 0.6% 44% False False 40,526
100 1.0151 0.9646 0.0505 5.1% 0.0050 0.5% 36% False False 32,436
120 1.0151 0.9646 0.0505 5.1% 0.0045 0.5% 36% False False 27,039
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 0.9995
1.618 0.9938
1.000 0.9903
0.618 0.9881
HIGH 0.9846
0.618 0.9824
0.500 0.9818
0.382 0.9811
LOW 0.9789
0.618 0.9754
1.000 0.9732
1.618 0.9697
2.618 0.9640
4.250 0.9547
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9824 0.9840
PP 0.9821 0.9835
S1 0.9818 0.9831

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.