CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 0.9407 0.9510 0.0103 1.1% 0.9321
High 0.9540 0.9520 -0.0020 -0.2% 0.9540
Low 0.9407 0.9456 0.0049 0.5% 0.9300
Close 0.9525 0.9515 -0.0010 -0.1% 0.9515
Range 0.0133 0.0064 -0.0069 -51.9% 0.0240
ATR 0.0092 0.0090 -0.0002 -1.8% 0.0000
Volume 433 747 314 72.5% 2,637
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9689 0.9666 0.9550
R3 0.9625 0.9602 0.9533
R2 0.9561 0.9561 0.9527
R1 0.9538 0.9538 0.9521 0.9550
PP 0.9497 0.9497 0.9497 0.9503
S1 0.9474 0.9474 0.9509 0.9486
S2 0.9433 0.9433 0.9503
S3 0.9369 0.9410 0.9497
S4 0.9305 0.9346 0.9480
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0172 1.0083 0.9647
R3 0.9932 0.9843 0.9581
R2 0.9692 0.9692 0.9559
R1 0.9603 0.9603 0.9537 0.9648
PP 0.9452 0.9452 0.9452 0.9474
S1 0.9363 0.9363 0.9493 0.9408
S2 0.9212 0.9212 0.9471
S3 0.8972 0.9123 0.9449
S4 0.8732 0.8883 0.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9540 0.9300 0.0240 2.5% 0.0090 0.9% 90% False False 527
10 0.9540 0.9276 0.0264 2.8% 0.0092 1.0% 91% False False 439
20 0.9770 0.9276 0.0494 5.2% 0.0092 1.0% 48% False False 374
40 0.9775 0.9276 0.0499 5.2% 0.0083 0.9% 48% False False 271
60 0.9775 0.9276 0.0499 5.2% 0.0071 0.8% 48% False False 203
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 0.0018
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9688
1.618 0.9624
1.000 0.9584
0.618 0.9560
HIGH 0.9520
0.618 0.9496
0.500 0.9488
0.382 0.9480
LOW 0.9456
0.618 0.9416
1.000 0.9392
1.618 0.9352
2.618 0.9288
4.250 0.9184
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 0.9506 0.9490
PP 0.9497 0.9465
S1 0.9488 0.9440

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.