CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 0.9793 0.9745 -0.0048 -0.5% 0.9865
High 0.9802 0.9745 -0.0057 -0.6% 0.9865
Low 0.9750 0.9651 -0.0099 -1.0% 0.9651
Close 0.9785 0.9676 -0.0109 -1.1% 0.9676
Range 0.0052 0.0094 0.0042 80.8% 0.0214
ATR 0.0043 0.0049 0.0007 15.3% 0.0000
Volume 124 91 -33 -26.6% 870
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 0.9973 0.9918 0.9728
R3 0.9879 0.9824 0.9702
R2 0.9785 0.9785 0.9693
R1 0.9730 0.9730 0.9685 0.9711
PP 0.9691 0.9691 0.9691 0.9681
S1 0.9636 0.9636 0.9667 0.9617
S2 0.9597 0.9597 0.9659
S3 0.9503 0.9542 0.9650
S4 0.9409 0.9448 0.9624
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0373 1.0238 0.9794
R3 1.0159 1.0024 0.9735
R2 0.9945 0.9945 0.9715
R1 0.9810 0.9810 0.9696 0.9771
PP 0.9731 0.9731 0.9731 0.9711
S1 0.9596 0.9596 0.9656 0.9557
S2 0.9517 0.9517 0.9637
S3 0.9303 0.9382 0.9617
S4 0.9089 0.9168 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9651 0.0214 2.2% 0.0055 0.6% 12% False True 174
10 0.9924 0.9651 0.0273 2.8% 0.0046 0.5% 9% False True 116
20 0.9924 0.9651 0.0273 2.8% 0.0039 0.4% 9% False True 173
40 0.9924 0.9651 0.0273 2.8% 0.0037 0.4% 9% False True 104
60 0.9924 0.9627 0.0297 3.1% 0.0037 0.4% 16% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0145
2.618 0.9991
1.618 0.9897
1.000 0.9839
0.618 0.9803
HIGH 0.9745
0.618 0.9709
0.500 0.9698
0.382 0.9687
LOW 0.9651
0.618 0.9593
1.000 0.9557
1.618 0.9499
2.618 0.9405
4.250 0.9252
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 0.9698 0.9727
PP 0.9691 0.9710
S1 0.9683 0.9693

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.