CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 0.9844 0.9762 -0.0082 -0.8% 0.9876
High 0.9844 0.9783 -0.0061 -0.6% 0.9924
Low 0.9775 0.9750 -0.0025 -0.3% 0.9800
Close 0.9775 0.9778 0.0003 0.0% 0.9838
Range 0.0069 0.0033 -0.0036 -52.2% 0.0124
ATR 0.0043 0.0042 -0.0001 -1.6% 0.0000
Volume 83 315 232 279.5% 297
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 0.9869 0.9857 0.9796
R3 0.9836 0.9824 0.9787
R2 0.9803 0.9803 0.9784
R1 0.9791 0.9791 0.9781 0.9797
PP 0.9770 0.9770 0.9770 0.9774
S1 0.9758 0.9758 0.9775 0.9764
S2 0.9737 0.9737 0.9772
S3 0.9704 0.9725 0.9769
S4 0.9671 0.9692 0.9760
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0226 1.0156 0.9906
R3 1.0102 1.0032 0.9872
R2 0.9978 0.9978 0.9861
R1 0.9908 0.9908 0.9849 0.9881
PP 0.9854 0.9854 0.9854 0.9841
S1 0.9784 0.9784 0.9827 0.9757
S2 0.9730 0.9730 0.9815
S3 0.9606 0.9660 0.9804
S4 0.9482 0.9536 0.9770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9750 0.0174 1.8% 0.0054 0.6% 16% False True 147
10 0.9924 0.9750 0.0174 1.8% 0.0039 0.4% 16% False True 118
20 0.9924 0.9679 0.0245 2.5% 0.0034 0.3% 40% False False 166
40 0.9924 0.9665 0.0259 2.6% 0.0035 0.4% 44% False False 100
60 0.9924 0.9627 0.0297 3.0% 0.0036 0.4% 51% False False 89
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9923
2.618 0.9869
1.618 0.9836
1.000 0.9816
0.618 0.9803
HIGH 0.9783
0.618 0.9770
0.500 0.9767
0.382 0.9763
LOW 0.9750
0.618 0.9730
1.000 0.9717
1.618 0.9697
2.618 0.9664
4.250 0.9610
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 0.9774 0.9808
PP 0.9770 0.9798
S1 0.9767 0.9788

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.