CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 0.9663 0.9665 0.0002 0.0% 0.9616
High 0.9683 0.9704 0.0021 0.2% 0.9724
Low 0.9635 0.9640 0.0005 0.1% 0.9564
Close 0.9671 0.9701 0.0030 0.3% 0.9723
Range 0.0048 0.0064 0.0016 33.3% 0.0160
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 43,498 66,855 23,357 53.7% 321,032
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9874 0.9851 0.9736
R3 0.9810 0.9787 0.9719
R2 0.9746 0.9746 0.9713
R1 0.9723 0.9723 0.9707 0.9735
PP 0.9682 0.9682 0.9682 0.9687
S1 0.9659 0.9659 0.9695 0.9671
S2 0.9618 0.9618 0.9689
S3 0.9554 0.9595 0.9683
S4 0.9490 0.9531 0.9666
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0150 1.0097 0.9811
R3 0.9990 0.9937 0.9767
R2 0.9830 0.9830 0.9752
R1 0.9777 0.9777 0.9738 0.9804
PP 0.9670 0.9670 0.9670 0.9684
S1 0.9617 0.9617 0.9708 0.9644
S2 0.9510 0.9510 0.9694
S3 0.9350 0.9457 0.9679
S4 0.9190 0.9297 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9724 0.9635 0.0089 0.9% 0.0054 0.6% 74% False False 56,141
10 0.9724 0.9564 0.0160 1.6% 0.0060 0.6% 86% False False 60,221
20 0.9749 0.9564 0.0185 1.9% 0.0059 0.6% 74% False False 61,025
40 0.9749 0.9409 0.0340 3.5% 0.0069 0.7% 86% False False 69,148
60 0.9846 0.9409 0.0437 4.5% 0.0073 0.7% 67% False False 53,084
80 0.9955 0.9409 0.0546 5.6% 0.0069 0.7% 53% False False 39,930
100 0.9955 0.9409 0.0546 5.6% 0.0064 0.7% 53% False False 31,972
120 0.9955 0.9409 0.0546 5.6% 0.0059 0.6% 53% False False 26,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9976
2.618 0.9872
1.618 0.9808
1.000 0.9768
0.618 0.9744
HIGH 0.9704
0.618 0.9680
0.500 0.9672
0.382 0.9664
LOW 0.9640
0.618 0.9600
1.000 0.9576
1.618 0.9536
2.618 0.9472
4.250 0.9368
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 0.9691 0.9691
PP 0.9682 0.9680
S1 0.9672 0.9670

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.