CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 0.9809 0.9879 0.0070 0.7% 0.9794
High 0.9890 0.9895 0.0005 0.1% 0.9922
Low 0.9750 0.9837 0.0087 0.9% 0.9710
Close 0.9855 0.9857 0.0002 0.0% 0.9855
Range 0.0140 0.0058 -0.0082 -58.6% 0.0212
ATR 0.0106 0.0103 -0.0003 -3.2% 0.0000
Volume 101,589 34,435 -67,154 -66.1% 451,882
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0037 1.0005 0.9889
R3 0.9979 0.9947 0.9873
R2 0.9921 0.9921 0.9868
R1 0.9889 0.9889 0.9862 0.9876
PP 0.9863 0.9863 0.9863 0.9857
S1 0.9831 0.9831 0.9852 0.9818
S2 0.9805 0.9805 0.9846
S3 0.9747 0.9773 0.9841
S4 0.9689 0.9715 0.9825
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0465 1.0372 0.9972
R3 1.0253 1.0160 0.9913
R2 1.0041 1.0041 0.9894
R1 0.9948 0.9948 0.9874 0.9995
PP 0.9829 0.9829 0.9829 0.9852
S1 0.9736 0.9736 0.9836 0.9783
S2 0.9617 0.9617 0.9816
S3 0.9405 0.9524 0.9797
S4 0.9193 0.9312 0.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9922 0.9710 0.0212 2.2% 0.0111 1.1% 69% False False 83,340
10 0.9922 0.9633 0.0289 2.9% 0.0102 1.0% 78% False False 89,290
20 0.9922 0.9617 0.0305 3.1% 0.0099 1.0% 79% False False 78,865
40 0.9922 0.9352 0.0570 5.8% 0.0102 1.0% 89% False False 46,181
60 0.9922 0.9352 0.0570 5.8% 0.0100 1.0% 89% False False 30,982
80 0.9922 0.9352 0.0570 5.8% 0.0100 1.0% 89% False False 23,311
100 0.9922 0.9230 0.0692 7.0% 0.0100 1.0% 91% False False 18,689
120 0.9968 0.9230 0.0738 7.5% 0.0099 1.0% 85% False False 15,585
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0142
2.618 1.0047
1.618 0.9989
1.000 0.9953
0.618 0.9931
HIGH 0.9895
0.618 0.9873
0.500 0.9866
0.382 0.9859
LOW 0.9837
0.618 0.9801
1.000 0.9779
1.618 0.9743
2.618 0.9685
4.250 0.9591
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 0.9866 0.9848
PP 0.9863 0.9838
S1 0.9860 0.9829

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.