CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 0.9775 0.9805 0.0030 0.3% 0.9763
High 0.9775 0.9805 0.0030 0.3% 0.9910
Low 0.9740 0.9770 0.0030 0.3% 0.9762
Close 0.9742 0.9761 0.0019 0.2% 0.9826
Range 0.0035 0.0035 0.0000 0.0% 0.0148
ATR 0.0051 0.0051 0.0001 1.8% 0.0000
Volume 25 8 -17 -68.0% 101
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9884 0.9857 0.9780
R3 0.9849 0.9822 0.9771
R2 0.9814 0.9814 0.9767
R1 0.9787 0.9787 0.9764 0.9783
PP 0.9779 0.9779 0.9779 0.9777
S1 0.9752 0.9752 0.9758 0.9748
S2 0.9744 0.9744 0.9755
S3 0.9709 0.9717 0.9751
S4 0.9674 0.9682 0.9742
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0277 1.0199 0.9907
R3 1.0129 1.0051 0.9867
R2 0.9981 0.9981 0.9853
R1 0.9903 0.9903 0.9840 0.9942
PP 0.9833 0.9833 0.9833 0.9852
S1 0.9755 0.9755 0.9812 0.9794
S2 0.9685 0.9685 0.9799
S3 0.9537 0.9607 0.9785
S4 0.9389 0.9459 0.9745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9890 0.9740 0.0150 1.5% 0.0047 0.5% 14% False False 65
10 0.9910 0.9740 0.0170 1.7% 0.0037 0.4% 12% False False 41
20 0.9910 0.9465 0.0445 4.6% 0.0029 0.3% 67% False False 32
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9954
2.618 0.9897
1.618 0.9862
1.000 0.9840
0.618 0.9827
HIGH 0.9805
0.618 0.9792
0.500 0.9788
0.382 0.9783
LOW 0.9770
0.618 0.9748
1.000 0.9735
1.618 0.9713
2.618 0.9678
4.250 0.9621
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 0.9788 0.9777
PP 0.9779 0.9771
S1 0.9770 0.9766

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.