CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.0097 1.0085 -0.0012 -0.1% 1.0008
High 1.0097 1.0085 -0.0012 -0.1% 1.0058
Low 1.0097 1.0085 -0.0012 -0.1% 0.9986
Close 1.0097 1.0085 -0.0012 -0.1% 1.0038
Range
ATR 0.0026 0.0025 -0.0001 -3.8% 0.0000
Volume 17 8 -9 -52.9% 59
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0085 1.0085 1.0085
R3 1.0085 1.0085 1.0085
R2 1.0085 1.0085 1.0085
R1 1.0085 1.0085 1.0085 1.0085
PP 1.0085 1.0085 1.0085 1.0085
S1 1.0085 1.0085 1.0085 1.0085
S2 1.0085 1.0085 1.0085
S3 1.0085 1.0085 1.0085
S4 1.0085 1.0085 1.0085
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0243 1.0213 1.0078
R3 1.0171 1.0141 1.0058
R2 1.0099 1.0099 1.0051
R1 1.0069 1.0069 1.0045 1.0084
PP 1.0027 1.0027 1.0027 1.0035
S1 0.9997 0.9997 1.0031 1.0012
S2 0.9955 0.9955 1.0025
S3 0.9883 0.9925 1.0018
S4 0.9811 0.9853 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 1.0008 0.0089 0.9% 0.0010 0.1% 87% False False 12
10 1.0097 0.9986 0.0111 1.1% 0.0012 0.1% 89% False False 11
20 1.0097 0.9899 0.0198 2.0% 0.0014 0.1% 94% False False 19
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0085
2.618 1.0085
1.618 1.0085
1.000 1.0085
0.618 1.0085
HIGH 1.0085
0.618 1.0085
0.500 1.0085
0.382 1.0085
LOW 1.0085
0.618 1.0085
1.000 1.0085
1.618 1.0085
2.618 1.0085
4.250 1.0085
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.0085 1.0085
PP 1.0085 1.0084
S1 1.0085 1.0084

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.