CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.9419 0.9447 0.0028 0.3% 0.9468
High 0.9444 0.9468 0.0024 0.3% 0.9505
Low 0.9414 0.9445 0.0031 0.3% 0.9390
Close 0.9436 0.9462 0.0026 0.3% 0.9415
Range 0.0030 0.0023 -0.0007 -23.3% 0.0115
ATR 0.0066 0.0064 -0.0002 -3.7% 0.0000
Volume 994 165 -829 -83.4% 884
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9527 0.9518 0.9475
R3 0.9504 0.9495 0.9468
R2 0.9481 0.9481 0.9466
R1 0.9472 0.9472 0.9464 0.9477
PP 0.9458 0.9458 0.9458 0.9461
S1 0.9449 0.9449 0.9460 0.9454
S2 0.9435 0.9435 0.9458
S3 0.9412 0.9426 0.9456
S4 0.9389 0.9403 0.9449
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9782 0.9713 0.9478
R3 0.9667 0.9598 0.9447
R2 0.9552 0.9552 0.9436
R1 0.9483 0.9483 0.9426 0.9460
PP 0.9437 0.9437 0.9437 0.9425
S1 0.9368 0.9368 0.9404 0.9345
S2 0.9322 0.9322 0.9394
S3 0.9207 0.9253 0.9383
S4 0.9092 0.9138 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9390 0.0115 1.2% 0.0056 0.6% 63% False False 350
10 0.9552 0.9390 0.0162 1.7% 0.0058 0.6% 44% False False 398
20 0.9822 0.9390 0.0432 4.6% 0.0062 0.7% 17% False False 390
40 0.9865 0.9390 0.0475 5.0% 0.0066 0.7% 15% False False 306
60 0.9924 0.9390 0.0534 5.6% 0.0056 0.6% 13% False False 251
80 0.9924 0.9390 0.0534 5.6% 0.0051 0.5% 13% False False 199
100 0.9932 0.9390 0.0542 5.7% 0.0047 0.5% 13% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9566
2.618 0.9528
1.618 0.9505
1.000 0.9491
0.618 0.9482
HIGH 0.9468
0.618 0.9459
0.500 0.9457
0.382 0.9454
LOW 0.9445
0.618 0.9431
1.000 0.9422
1.618 0.9408
2.618 0.9385
4.250 0.9347
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9460 0.9457
PP 0.9458 0.9452
S1 0.9457 0.9448

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.