CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 0.9949 0.9960 0.0011 0.1% 0.9897
High 0.9980 0.9980 0.0000 0.0% 1.0010
Low 0.9905 0.9926 0.0021 0.2% 0.9891
Close 0.9959 0.9966 0.0007 0.1% 0.9941
Range 0.0075 0.0054 -0.0021 -28.0% 0.0119
ATR 0.0073 0.0072 -0.0001 -1.9% 0.0000
Volume 694 166 -528 -76.1% 922
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0119 1.0097 0.9996
R3 1.0065 1.0043 0.9981
R2 1.0011 1.0011 0.9976
R1 0.9989 0.9989 0.9971 1.0000
PP 0.9957 0.9957 0.9957 0.9963
S1 0.9935 0.9935 0.9961 0.9946
S2 0.9903 0.9903 0.9956
S3 0.9849 0.9881 0.9951
S4 0.9795 0.9827 0.9936
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0304 1.0242 1.0006
R3 1.0185 1.0123 0.9974
R2 1.0066 1.0066 0.9963
R1 1.0004 1.0004 0.9952 1.0035
PP 0.9947 0.9947 0.9947 0.9963
S1 0.9885 0.9885 0.9930 0.9916
S2 0.9828 0.9828 0.9919
S3 0.9709 0.9766 0.9908
S4 0.9590 0.9647 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9891 0.0119 1.2% 0.0073 0.7% 63% False False 327
10 1.0010 0.9802 0.0208 2.1% 0.0068 0.7% 79% False False 232
20 1.0010 0.9701 0.0309 3.1% 0.0071 0.7% 86% False False 262
40 1.0010 0.9365 0.0645 6.5% 0.0066 0.7% 93% False False 161
60 1.0010 0.9288 0.0722 7.2% 0.0056 0.6% 94% False False 114
80 1.0010 0.9288 0.0722 7.2% 0.0048 0.5% 94% False False 90
100 1.0010 0.9288 0.0722 7.2% 0.0043 0.4% 94% False False 76
120 1.0010 0.9255 0.0755 7.6% 0.0037 0.4% 94% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0210
2.618 1.0121
1.618 1.0067
1.000 1.0034
0.618 1.0013
HIGH 0.9980
0.618 0.9959
0.500 0.9953
0.382 0.9947
LOW 0.9926
0.618 0.9893
1.000 0.9872
1.618 0.9839
2.618 0.9785
4.250 0.9697
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 0.9962 0.9961
PP 0.9957 0.9956
S1 0.9953 0.9951

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.