Weekly Pivot Points*
September 22 - 26, 2008
EUR/USD GBP/USD USD/CHF USD/JPY USD/CAD
R3 1.5114 1.9207 1.1630 113.63 1.1084
M5 1.4971 1.9002 1.1543 112.23 1.1015
R2 1.4827 1.8796 1.1455 110.82 1.0946
M4 1.4736 1.8676 1.1352 109.98 1.0827
R1 1.4645 1.8555 1.1249 109.14 1.0707
M3 1.4502 1.8350 1.1162 107.74 1.0638
PP 1.4358 1.8144 1.1074 106.33 1.0569
M2 1.4267 1.8024 1.0971 105.49 1.0450
S1 1.4176 1.7903 1.0868 104.65 1.0330
M1 1.4033 1.7698 1.0781 103.25 1.0261
S2 1.3889 1.7492 1.0693 101.84 1.0192
M0 1.3798 1.7372 1.0590 101.00 1.0073
S3 1.3707 1.7251 1.0487 100.16 0.9953
AUD/USD NZD/USD EUR/CHF GBP/CHF EUR/CAD
R3 0.9092 0.7438 1.6408 2.1073 1.5855
M5 0.8909 0.7303 1.6320 2.0895 1.5760
R2 0.8726 0.7168 1.6232 2.0717 1.5664
M4 0.8629 0.7098 1.6167 2.0594 1.5534
R1 0.8532 0.7027 1.6102 2.0471 1.5403
M3 0.8349 0.6892 1.6014 2.0293 1.5308
PP 0.8166 0.6757 1.5926 2.0115 1.5212
M2 0.8069 0.6687 1.5861 1.9992 1.5082
S1 0.7972 0.6616 1.5796 1.9869 1.4951
M1 0.7789 0.6481 1.5708 1.9691 1.4856
S2 0.7606 0.6346 1.5620 1.9513 1.4760
M0 0.7509 0.6276 1.5555 1.9390 1.4630
S3 0.7412 0.6205 1.5490 1.9267 1.4499
AUD/JPY EUR/JPY GBP/JPY NZD/JPY CAD/JPY
R3 100.77 166.79 213.63 83.25 111.02
M5 98.02 163.98 209.49 80.96 108.96
R2 95.26 161.16 205.35 78.67 106.90
M4 93.84 159.72 203.20 77.51 105.82
R1 92.42 158.28 201.05 76.34 104.74
M3 89.67 155.47 196.91 74.05 102.68
PP 86.91 152.65 192.77 71.76 100.62
M2 85.49 151.21 190.62 70.60 99.54
S1 84.07 149.77 188.47 69.43 98.46
M1 81.32 146.96 184.33 67.14 96.40
S2 78.56 144.14 180.19 64.85 94.34
M0 77.14 142.70 178.04 63.69 93.26
S3 75.72 141.26 175.89 62.52 92.18
* - based on GFT DealBook 360 price data
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What timeframe do you guys use to calculate both daily and weekly pivots?
Thanks!
Why is there no pivot points for the cad pairs