CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 0.9489 0.9430 -0.0059 -0.6% 0.9624
High 0.9510 0.9516 0.0006 0.1% 0.9643
Low 0.9362 0.9412 0.0050 0.5% 0.9362
Close 0.9412 0.9507 0.0095 1.0% 0.9507
Range 0.0148 0.0104 -0.0044 -29.7% 0.0281
ATR 0.0106 0.0106 0.0000 -0.1% 0.0000
Volume 90,819 108,852 18,033 19.9% 447,672
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9790 0.9753 0.9564
R3 0.9686 0.9649 0.9536
R2 0.9582 0.9582 0.9526
R1 0.9545 0.9545 0.9517 0.9564
PP 0.9478 0.9478 0.9478 0.9488
S1 0.9441 0.9441 0.9497 0.9460
S2 0.9374 0.9374 0.9488
S3 0.9270 0.9337 0.9478
S4 0.9166 0.9233 0.9450
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0347 1.0208 0.9662
R3 1.0066 0.9927 0.9584
R2 0.9785 0.9785 0.9559
R1 0.9646 0.9646 0.9533 0.9575
PP 0.9504 0.9504 0.9504 0.9469
S1 0.9365 0.9365 0.9481 0.9294
S2 0.9223 0.9223 0.9455
S3 0.8942 0.9084 0.9430
S4 0.8661 0.8803 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9643 0.9362 0.0281 3.0% 0.0116 1.2% 52% False False 89,534
10 0.9643 0.9362 0.0281 3.0% 0.0105 1.1% 52% False False 84,540
20 0.9643 0.9274 0.0369 3.9% 0.0103 1.1% 63% False False 84,313
40 0.9780 0.9274 0.0506 5.3% 0.0102 1.1% 46% False False 75,943
60 0.9780 0.9274 0.0506 5.3% 0.0103 1.1% 46% False False 63,621
80 0.9780 0.9217 0.0563 5.9% 0.0107 1.1% 52% False False 47,843
100 0.9792 0.9148 0.0644 6.8% 0.0108 1.1% 56% False False 38,326
120 0.9792 0.9100 0.0692 7.3% 0.0104 1.1% 59% False False 31,951
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9958
2.618 0.9788
1.618 0.9684
1.000 0.9620
0.618 0.9580
HIGH 0.9516
0.618 0.9476
0.500 0.9464
0.382 0.9452
LOW 0.9412
0.618 0.9348
1.000 0.9308
1.618 0.9244
2.618 0.9140
4.250 0.8970
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 0.9493 0.9484
PP 0.9478 0.9462
S1 0.9464 0.9439

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.