CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 0.9490 0.9490 0.0000 0.0% 0.9551
High 0.9490 0.9494 0.0004 0.0% 0.9551
Low 0.9490 0.9478 -0.0012 -0.1% 0.9469
Close 0.9490 0.9480 -0.0010 -0.1% 0.9481
Range 0.0000 0.0016 0.0016 0.0082
ATR 0.0031 0.0030 -0.0001 -3.5% 0.0000
Volume 38 38 0 0.0% 262
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9532 0.9522 0.9489
R3 0.9516 0.9506 0.9484
R2 0.9500 0.9500 0.9483
R1 0.9490 0.9490 0.9481 0.9487
PP 0.9484 0.9484 0.9484 0.9483
S1 0.9474 0.9474 0.9479 0.9471
S2 0.9468 0.9468 0.9477
S3 0.9452 0.9458 0.9476
S4 0.9436 0.9442 0.9471
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9746 0.9696 0.9526
R3 0.9664 0.9614 0.9504
R2 0.9582 0.9582 0.9496
R1 0.9532 0.9532 0.9489 0.9516
PP 0.9500 0.9500 0.9500 0.9493
S1 0.9450 0.9450 0.9473 0.9434
S2 0.9418 0.9418 0.9466
S3 0.9336 0.9368 0.9458
S4 0.9254 0.9286 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9549 0.9469 0.0080 0.8% 0.0012 0.1% 14% False False 54
10 0.9551 0.9469 0.0082 0.9% 0.0017 0.2% 13% False False 43
20 0.9678 0.9469 0.0209 2.2% 0.0015 0.2% 5% False False 27
40 0.9726 0.9469 0.0257 2.7% 0.0016 0.2% 4% False False 22
60 0.9726 0.9400 0.0326 3.4% 0.0015 0.2% 25% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9562
2.618 0.9536
1.618 0.9520
1.000 0.9510
0.618 0.9504
HIGH 0.9494
0.618 0.9488
0.500 0.9486
0.382 0.9484
LOW 0.9478
0.618 0.9468
1.000 0.9462
1.618 0.9452
2.618 0.9436
4.250 0.9410
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 0.9486 0.9486
PP 0.9484 0.9484
S1 0.9482 0.9482

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.