CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 0.8150 0.8070 -0.0080 -1.0% 0.8199
High 0.8150 0.8133 -0.0017 -0.2% 0.8379
Low 0.8105 0.8025 -0.0080 -1.0% 0.8173
Close 0.8104 0.8112 0.0008 0.1% 0.8259
Range 0.0045 0.0108 0.0063 140.0% 0.0206
ATR 0.0077 0.0079 0.0002 2.9% 0.0000
Volume 21 29 8 38.1% 155
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8414 0.8371 0.8171
R3 0.8306 0.8263 0.8142
R2 0.8198 0.8198 0.8132
R1 0.8155 0.8155 0.8122 0.8177
PP 0.8090 0.8090 0.8090 0.8101
S1 0.8047 0.8047 0.8102 0.8069
S2 0.7982 0.7982 0.8092
S3 0.7874 0.7939 0.8082
S4 0.7766 0.7831 0.8053
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8888 0.8780 0.8372
R3 0.8682 0.8574 0.8316
R2 0.8476 0.8476 0.8297
R1 0.8368 0.8368 0.8278 0.8422
PP 0.8270 0.8270 0.8270 0.8298
S1 0.8162 0.8162 0.8240 0.8216
S2 0.8064 0.8064 0.8221
S3 0.7858 0.7956 0.8202
S4 0.7652 0.7750 0.8146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8379 0.8025 0.0354 4.4% 0.0051 0.6% 25% False True 26
10 0.8379 0.8025 0.0354 4.4% 0.0045 0.6% 25% False True 28
20 0.8379 0.7920 0.0459 5.7% 0.0045 0.6% 42% False False 26
40 0.8379 0.7725 0.0654 8.1% 0.0049 0.6% 59% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8592
2.618 0.8416
1.618 0.8308
1.000 0.8241
0.618 0.8200
HIGH 0.8133
0.618 0.8092
0.500 0.8079
0.382 0.8066
LOW 0.8025
0.618 0.7958
1.000 0.7917
1.618 0.7850
2.618 0.7742
4.250 0.7566
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 0.8101 0.8148
PP 0.8090 0.8136
S1 0.8079 0.8124

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.