CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 07-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 07-Sep-2009 Change Change % Previous Week
Open 0.9162 0.9249 0.0087 0.9% 0.9033
High 0.9224 0.9249 0.0025 0.3% 0.9224
Low 0.9162 0.9249 0.0087 0.9% 0.9010
Close 0.9208 0.9249 0.0041 0.4% 0.9208
Range 0.0062 0.0000 -0.0062 -100.0% 0.0214
ATR
Volume 2 2 0 0.0% 249
Daily Pivots for day following 07-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9249 0.9249 0.9249
R3 0.9249 0.9249 0.9249
R2 0.9249 0.9249 0.9249
R1 0.9249 0.9249 0.9249 0.9249
PP 0.9249 0.9249 0.9249 0.9249
S1 0.9249 0.9249 0.9249 0.9249
S2 0.9249 0.9249 0.9249
S3 0.9249 0.9249 0.9249
S4 0.9249 0.9249 0.9249
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9789 0.9713 0.9326
R3 0.9575 0.9499 0.9267
R2 0.9361 0.9361 0.9247
R1 0.9285 0.9285 0.9228 0.9323
PP 0.9147 0.9147 0.9147 0.9167
S1 0.9071 0.9071 0.9188 0.9109
S2 0.8933 0.8933 0.9169
S3 0.8719 0.8857 0.9149
S4 0.8505 0.8643 0.9090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9249 0.9010 0.0239 2.6% 0.0029 0.3% 100% True False 48
10 0.9322 0.9010 0.0312 3.4% 0.0045 0.5% 77% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9249
2.618 0.9249
1.618 0.9249
1.000 0.9249
0.618 0.9249
HIGH 0.9249
0.618 0.9249
0.500 0.9249
0.382 0.9249
LOW 0.9249
0.618 0.9249
1.000 0.9249
1.618 0.9249
2.618 0.9249
4.250 0.9249
Fisher Pivots for day following 07-Sep-2009
Pivot 1 day 3 day
R1 0.9249 0.9217
PP 0.9249 0.9185
S1 0.9249 0.9153

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.