CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 0.9408 0.9432 0.0024 0.3% 0.9496
High 0.9408 0.9432 0.0024 0.3% 0.9620
Low 0.9408 0.9432 0.0024 0.3% 0.9408
Close 0.9408 0.9432 0.0024 0.3% 0.9408
Range
ATR
Volume 6 21 15 250.0% 82
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9432 0.9432 0.9432
R3 0.9432 0.9432 0.9432
R2 0.9432 0.9432 0.9432
R1 0.9432 0.9432 0.9432 0.9432
PP 0.9432 0.9432 0.9432 0.9432
S1 0.9432 0.9432 0.9432 0.9432
S2 0.9432 0.9432 0.9432
S3 0.9432 0.9432 0.9432
S4 0.9432 0.9432 0.9432
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0115 0.9973 0.9525
R3 0.9903 0.9761 0.9466
R2 0.9691 0.9691 0.9447
R1 0.9549 0.9549 0.9427 0.9514
PP 0.9479 0.9479 0.9479 0.9461
S1 0.9337 0.9337 0.9389 0.9302
S2 0.9267 0.9267 0.9369
S3 0.9055 0.9125 0.9350
S4 0.8843 0.8913 0.9291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9408 0.0212 2.2% 0.0039 0.4% 11% False False 20
10 0.9620 0.9294 0.0326 3.5% 0.0026 0.3% 42% False False 15
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9432
2.618 0.9432
1.618 0.9432
1.000 0.9432
0.618 0.9432
HIGH 0.9432
0.618 0.9432
0.500 0.9432
0.382 0.9432
LOW 0.9432
0.618 0.9432
1.000 0.9432
1.618 0.9432
2.618 0.9432
4.250 0.9432
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 0.9432 0.9481
PP 0.9432 0.9465
S1 0.9432 0.9448

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.