CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 0.8780 0.8767 -0.0013 -0.1% 0.8784
High 0.8780 0.8772 -0.0008 -0.1% 0.8784
Low 0.8740 0.8767 0.0027 0.3% 0.8688
Close 0.8740 0.8772 0.0032 0.4% 0.8778
Range 0.0040 0.0005 -0.0035 -87.5% 0.0096
ATR 0.0049 0.0047 -0.0001 -2.4% 0.0000
Volume 42 17 -25 -59.5% 359
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8785 0.8784 0.8775
R3 0.8780 0.8779 0.8773
R2 0.8775 0.8775 0.8773
R1 0.8774 0.8774 0.8772 0.8775
PP 0.8770 0.8770 0.8770 0.8771
S1 0.8769 0.8769 0.8772 0.8770
S2 0.8765 0.8765 0.8771
S3 0.8760 0.8764 0.8771
S4 0.8755 0.8759 0.8769
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9038 0.9004 0.8831
R3 0.8942 0.8908 0.8804
R2 0.8846 0.8846 0.8796
R1 0.8812 0.8812 0.8787 0.8781
PP 0.8750 0.8750 0.8750 0.8735
S1 0.8716 0.8716 0.8769 0.8685
S2 0.8654 0.8654 0.8760
S3 0.8558 0.8620 0.8752
S4 0.8462 0.8524 0.8725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8781 0.8688 0.0093 1.1% 0.0041 0.5% 90% False False 52
10 0.8928 0.8688 0.0240 2.7% 0.0041 0.5% 35% False False 51
20 0.8928 0.8688 0.0240 2.7% 0.0039 0.4% 35% False False 51
40 0.9120 0.8688 0.0432 4.9% 0.0035 0.4% 19% False False 36
60 0.9161 0.8688 0.0473 5.4% 0.0027 0.3% 18% False False 29
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 0.0002
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8793
2.618 0.8785
1.618 0.8780
1.000 0.8777
0.618 0.8775
HIGH 0.8772
0.618 0.8770
0.500 0.8770
0.382 0.8769
LOW 0.8767
0.618 0.8764
1.000 0.8762
1.618 0.8759
2.618 0.8754
4.250 0.8746
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 0.8771 0.8760
PP 0.8770 0.8747
S1 0.8770 0.8735

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.