CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 0.9710 0.9705 -0.0005 -0.1% 0.9880
High 0.9731 0.9705 -0.0026 -0.3% 0.9880
Low 0.9694 0.9665 -0.0029 -0.3% 0.9712
Close 0.9731 0.9667 -0.0064 -0.7% 0.9731
Range 0.0037 0.0040 0.0003 8.1% 0.0168
ATR 0.0042 0.0044 0.0002 4.1% 0.0000
Volume 281 78 -203 -72.2% 238
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9799 0.9773 0.9689
R3 0.9759 0.9733 0.9678
R2 0.9719 0.9719 0.9674
R1 0.9693 0.9693 0.9671 0.9686
PP 0.9679 0.9679 0.9679 0.9676
S1 0.9653 0.9653 0.9663 0.9646
S2 0.9639 0.9639 0.9660
S3 0.9599 0.9613 0.9656
S4 0.9559 0.9573 0.9645
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0278 1.0173 0.9823
R3 1.0110 1.0005 0.9777
R2 0.9942 0.9942 0.9762
R1 0.9837 0.9837 0.9746 0.9806
PP 0.9774 0.9774 0.9774 0.9759
S1 0.9669 0.9669 0.9716 0.9638
S2 0.9606 0.9606 0.9700
S3 0.9438 0.9501 0.9685
S4 0.9270 0.9333 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9785 0.9665 0.0120 1.2% 0.0044 0.5% 2% False True 227
10 0.9950 0.9665 0.0285 2.9% 0.0040 0.4% 1% False True 133
20 1.0000 0.9665 0.0335 3.5% 0.0036 0.4% 1% False True 91
40 1.0113 0.9665 0.0448 4.6% 0.0034 0.3% 0% False True 90
60 1.0113 0.9665 0.0448 4.6% 0.0026 0.3% 0% False True 64
80 1.0113 0.9665 0.0448 4.6% 0.0024 0.2% 0% False True 54
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9875
2.618 0.9810
1.618 0.9770
1.000 0.9745
0.618 0.9730
HIGH 0.9705
0.618 0.9690
0.500 0.9685
0.382 0.9680
LOW 0.9665
0.618 0.9640
1.000 0.9625
1.618 0.9600
2.618 0.9560
4.250 0.9495
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 0.9685 0.9698
PP 0.9679 0.9688
S1 0.9673 0.9677

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.