CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 0.9489 0.9462 -0.0027 -0.3% 0.9623
High 0.9495 0.9469 -0.0026 -0.3% 0.9641
Low 0.9455 0.9420 -0.0035 -0.4% 0.9420
Close 0.9455 0.9468 0.0013 0.1% 0.9468
Range 0.0040 0.0049 0.0009 22.5% 0.0221
ATR 0.0050 0.0050 0.0000 -0.2% 0.0000
Volume 65 117 52 80.0% 232
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9599 0.9583 0.9495
R3 0.9550 0.9534 0.9481
R2 0.9501 0.9501 0.9477
R1 0.9485 0.9485 0.9472 0.9493
PP 0.9452 0.9452 0.9452 0.9457
S1 0.9436 0.9436 0.9464 0.9444
S2 0.9403 0.9403 0.9459
S3 0.9354 0.9387 0.9455
S4 0.9305 0.9338 0.9441
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0173 1.0041 0.9590
R3 0.9952 0.9820 0.9529
R2 0.9731 0.9731 0.9509
R1 0.9599 0.9599 0.9488 0.9555
PP 0.9510 0.9510 0.9510 0.9487
S1 0.9378 0.9378 0.9448 0.9334
S2 0.9289 0.9289 0.9427
S3 0.9068 0.9157 0.9407
S4 0.8847 0.8936 0.9346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9641 0.9420 0.0221 2.3% 0.0035 0.4% 22% False True 46
10 0.9662 0.9420 0.0242 2.6% 0.0034 0.4% 20% False True 51
20 0.9700 0.9420 0.0280 3.0% 0.0033 0.4% 17% False True 66
40 0.9700 0.9360 0.0340 3.6% 0.0032 0.3% 32% False False 59
60 0.9777 0.9360 0.0417 4.4% 0.0033 0.3% 26% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9677
2.618 0.9597
1.618 0.9548
1.000 0.9518
0.618 0.9499
HIGH 0.9469
0.618 0.9450
0.500 0.9445
0.382 0.9439
LOW 0.9420
0.618 0.9390
1.000 0.9371
1.618 0.9341
2.618 0.9292
4.250 0.9212
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 0.9460 0.9481
PP 0.9452 0.9476
S1 0.9445 0.9472

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.