CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 0.9690 0.9756 0.0066 0.7% 0.9643
High 0.9775 0.9758 -0.0017 -0.2% 0.9725
Low 0.9690 0.9718 0.0028 0.3% 0.9596
Close 0.9744 0.9751 0.0007 0.1% 0.9694
Range 0.0085 0.0040 -0.0045 -52.9% 0.0129
ATR 0.0102 0.0098 -0.0004 -4.3% 0.0000
Volume 366 458 92 25.1% 3,260
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9862 0.9847 0.9773
R3 0.9822 0.9807 0.9762
R2 0.9782 0.9782 0.9758
R1 0.9767 0.9767 0.9755 0.9755
PP 0.9742 0.9742 0.9742 0.9736
S1 0.9727 0.9727 0.9747 0.9715
S2 0.9702 0.9702 0.9744
S3 0.9662 0.9687 0.9740
S4 0.9622 0.9647 0.9729
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0059 1.0005 0.9765
R3 0.9930 0.9876 0.9729
R2 0.9801 0.9801 0.9718
R1 0.9747 0.9747 0.9706 0.9774
PP 0.9672 0.9672 0.9672 0.9685
S1 0.9618 0.9618 0.9682 0.9645
S2 0.9543 0.9543 0.9670
S3 0.9414 0.9489 0.9659
S4 0.9285 0.9360 0.9623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9601 0.0174 1.8% 0.0076 0.8% 86% False False 551
10 0.9775 0.9500 0.0275 2.8% 0.0091 0.9% 91% False False 505
20 0.9775 0.9425 0.0350 3.6% 0.0096 1.0% 93% False False 432
40 0.9841 0.9356 0.0485 5.0% 0.0099 1.0% 81% False False 317
60 0.9847 0.9230 0.0617 6.3% 0.0096 1.0% 84% False False 270
80 1.0012 0.9230 0.0782 8.0% 0.0093 1.0% 67% False False 217
100 1.0012 0.9230 0.0782 8.0% 0.0082 0.8% 67% False False 187
120 1.0012 0.9230 0.0782 8.0% 0.0072 0.7% 67% False False 160
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 True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9928
2.618 0.9863
1.618 0.9823
1.000 0.9798
0.618 0.9783
HIGH 0.9758
0.618 0.9743
0.500 0.9738
0.382 0.9733
LOW 0.9718
0.618 0.9693
1.000 0.9678
1.618 0.9653
2.618 0.9613
4.250 0.9548
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 0.9747 0.9733
PP 0.9742 0.9715
S1 0.9738 0.9697

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.