CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 0.9470 0.9488 0.0018 0.2% 0.9623
High 0.9503 0.9496 -0.0007 -0.1% 0.9641
Low 0.9454 0.9485 0.0031 0.3% 0.9420
Close 0.9489 0.9494 0.0005 0.1% 0.9468
Range 0.0049 0.0011 -0.0038 -77.6% 0.0221
ATR 0.0047 0.0045 -0.0003 -5.5% 0.0000
Volume 23 17 -6 -26.1% 232
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9525 0.9520 0.9500
R3 0.9514 0.9509 0.9497
R2 0.9503 0.9503 0.9496
R1 0.9498 0.9498 0.9495 0.9501
PP 0.9492 0.9492 0.9492 0.9493
S1 0.9487 0.9487 0.9493 0.9490
S2 0.9481 0.9481 0.9492
S3 0.9470 0.9476 0.9491
S4 0.9459 0.9465 0.9488
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 0.9503 0.9420 0.0083 0.9% 0.0032 0.3% 89% False False 66
10 0.9658 0.9420 0.0238 2.5% 0.0033 0.3% 31% False False 38
20 0.9680 0.9420 0.0260 2.7% 0.0032 0.3% 28% False False 71
40 0.9700 0.9360 0.0340 3.6% 0.0031 0.3% 39% False False 55
60 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 32% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9525
1.618 0.9514
1.000 0.9507
0.618 0.9503
HIGH 0.9496
0.618 0.9492
0.500 0.9491
0.382 0.9489
LOW 0.9485
0.618 0.9478
1.000 0.9474
1.618 0.9467
2.618 0.9456
4.250 0.9438
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 0.9493 0.9489
PP 0.9492 0.9484
S1 0.9491 0.9479

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.