CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 0.9616 0.9642 0.0026 0.3% 0.9713
High 0.9644 0.9653 0.0009 0.1% 0.9749
Low 0.9602 0.9614 0.0012 0.1% 0.9603
Close 0.9635 0.9636 0.0001 0.0% 0.9616
Range 0.0042 0.0039 -0.0003 -7.1% 0.0146
ATR 0.0065 0.0063 -0.0002 -2.9% 0.0000
Volume 43,971 49,519 5,548 12.6% 351,489
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9751 0.9733 0.9657
R3 0.9712 0.9694 0.9647
R2 0.9673 0.9673 0.9643
R1 0.9655 0.9655 0.9640 0.9645
PP 0.9634 0.9634 0.9634 0.9629
S1 0.9616 0.9616 0.9632 0.9606
S2 0.9595 0.9595 0.9629
S3 0.9556 0.9577 0.9625
S4 0.9517 0.9538 0.9615
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0094 1.0001 0.9696
R3 0.9948 0.9855 0.9656
R2 0.9802 0.9802 0.9643
R1 0.9709 0.9709 0.9629 0.9683
PP 0.9656 0.9656 0.9656 0.9643
S1 0.9563 0.9563 0.9603 0.9537
S2 0.9510 0.9510 0.9589
S3 0.9364 0.9417 0.9576
S4 0.9218 0.9271 0.9536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9749 0.9602 0.0147 1.5% 0.0064 0.7% 23% False False 68,029
10 0.9749 0.9602 0.0147 1.5% 0.0056 0.6% 23% False False 62,644
20 0.9749 0.9471 0.0278 2.9% 0.0064 0.7% 59% False False 63,223
40 0.9846 0.9409 0.0437 4.5% 0.0069 0.7% 52% False False 67,208
60 0.9883 0.9409 0.0474 4.9% 0.0073 0.8% 48% False False 46,056
80 0.9955 0.9409 0.0546 5.7% 0.0068 0.7% 42% False False 34,600
100 0.9955 0.9409 0.0546 5.7% 0.0062 0.6% 42% False False 27,702
120 0.9955 0.9409 0.0546 5.7% 0.0058 0.6% 42% False False 23,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9819
2.618 0.9755
1.618 0.9716
1.000 0.9692
0.618 0.9677
HIGH 0.9653
0.618 0.9638
0.500 0.9634
0.382 0.9629
LOW 0.9614
0.618 0.9590
1.000 0.9575
1.618 0.9551
2.618 0.9512
4.250 0.9448
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 0.9635 0.9635
PP 0.9634 0.9633
S1 0.9634 0.9632

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.