CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 0.9497 0.9506 0.0009 0.1% 0.9462
High 0.9497 0.9538 0.0041 0.4% 0.9550
Low 0.9497 0.9497 0.0000 0.0% 0.9462
Close 0.9497 0.9454 -0.0043 -0.5% 0.9500
Range 0.0000 0.0041 0.0041 0.0088
ATR 0.0064 0.0063 -0.0002 -2.6% 0.0000
Volume 3 2 -1 -33.3% 19
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9619 0.9578 0.9477
R3 0.9578 0.9537 0.9465
R2 0.9537 0.9537 0.9462
R1 0.9496 0.9496 0.9458 0.9496
PP 0.9496 0.9496 0.9496 0.9497
S1 0.9455 0.9455 0.9450 0.9455
S2 0.9455 0.9455 0.9446
S3 0.9414 0.9414 0.9443
S4 0.9373 0.9373 0.9431
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9768 0.9722 0.9548
R3 0.9680 0.9634 0.9524
R2 0.9592 0.9592 0.9516
R1 0.9546 0.9546 0.9508 0.9569
PP 0.9504 0.9504 0.9504 0.9516
S1 0.9458 0.9458 0.9492 0.9481
S2 0.9416 0.9416 0.9484
S3 0.9328 0.9370 0.9476
S4 0.9240 0.9282 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9552 0.9472 0.0080 0.8% 0.0008 0.1% -23% False False 6
10 0.9552 0.9278 0.0274 2.9% 0.0004 0.0% 64% False False 4
20 0.9552 0.9255 0.0297 3.1% 0.0010 0.1% 67% False False 6
40 0.9710 0.9100 0.0610 6.5% 0.0011 0.1% 58% False False 7
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9712
2.618 0.9645
1.618 0.9604
1.000 0.9579
0.618 0.9563
HIGH 0.9538
0.618 0.9522
0.500 0.9518
0.382 0.9513
LOW 0.9497
0.618 0.9472
1.000 0.9456
1.618 0.9431
2.618 0.9390
4.250 0.9323
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 0.9518 0.9525
PP 0.9496 0.9501
S1 0.9475 0.9478

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.