CME Canadian Dollar Future December 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 0.9702 0.9690 -0.0012 -0.1% 0.9614
High 0.9719 0.9710 -0.0009 -0.1% 0.9715
Low 0.9695 0.9665 -0.0030 -0.3% 0.9614
Close 0.9717 0.9666 -0.0051 -0.5% 0.9691
Range 0.0024 0.0045 0.0021 87.5% 0.0101
ATR 0.0057 0.0057 0.0000 -0.6% 0.0000
Volume 403 302 -101 -25.1% 2,278
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9815 0.9786 0.9691
R3 0.9770 0.9741 0.9678
R2 0.9725 0.9725 0.9674
R1 0.9696 0.9696 0.9670 0.9688
PP 0.9680 0.9680 0.9680 0.9677
S1 0.9651 0.9651 0.9662 0.9643
S2 0.9635 0.9635 0.9658
S3 0.9590 0.9606 0.9654
S4 0.9545 0.9561 0.9641
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9976 0.9935 0.9747
R3 0.9875 0.9834 0.9719
R2 0.9774 0.9774 0.9710
R1 0.9733 0.9733 0.9700 0.9754
PP 0.9673 0.9673 0.9673 0.9684
S1 0.9632 0.9632 0.9682 0.9653
S2 0.9572 0.9572 0.9672
S3 0.9471 0.9531 0.9663
S4 0.9370 0.9430 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9719 0.9652 0.0067 0.7% 0.0041 0.4% 21% False False 461
10 0.9719 0.9535 0.0184 1.9% 0.0047 0.5% 71% False False 345
20 0.9719 0.9390 0.0329 3.4% 0.0053 0.6% 84% False False 318
40 0.9822 0.9390 0.0432 4.5% 0.0061 0.6% 64% False False 344
60 0.9924 0.9390 0.0534 5.5% 0.0060 0.6% 52% False False 285
80 0.9924 0.9390 0.0534 5.5% 0.0054 0.6% 52% False False 248
100 0.9924 0.9390 0.0534 5.5% 0.0050 0.5% 52% False False 209
120 0.9951 0.9390 0.0561 5.8% 0.0047 0.5% 49% False False 182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9901
2.618 0.9828
1.618 0.9783
1.000 0.9755
0.618 0.9738
HIGH 0.9710
0.618 0.9693
0.500 0.9688
0.382 0.9682
LOW 0.9665
0.618 0.9637
1.000 0.9620
1.618 0.9592
2.618 0.9547
4.250 0.9474
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 0.9688 0.9692
PP 0.9680 0.9683
S1 0.9673 0.9675

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.