CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.0110 1.0085 -0.0025 -0.2% 0.9998
High 1.0127 1.0163 0.0036 0.4% 1.0163
Low 1.0070 1.0035 -0.0035 -0.3% 0.9932
Close 1.0093 1.0115 0.0022 0.2% 1.0115
Range 0.0057 0.0128 0.0071 124.6% 0.0231
ATR 0.0079 0.0083 0.0003 4.4% 0.0000
Volume 63,339 101,662 38,323 60.5% 405,738
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0488 1.0430 1.0185
R3 1.0360 1.0302 1.0150
R2 1.0232 1.0232 1.0138
R1 1.0174 1.0174 1.0127 1.0203
PP 1.0104 1.0104 1.0104 1.0119
S1 1.0046 1.0046 1.0103 1.0075
S2 0.9976 0.9976 1.0092
S3 0.9848 0.9918 1.0080
S4 0.9720 0.9790 1.0045
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0763 1.0670 1.0242
R3 1.0532 1.0439 1.0179
R2 1.0301 1.0301 1.0157
R1 1.0208 1.0208 1.0136 1.0255
PP 1.0070 1.0070 1.0070 1.0093
S1 0.9977 0.9977 1.0094 1.0024
S2 0.9839 0.9839 1.0073
S3 0.9608 0.9746 1.0051
S4 0.9377 0.9515 0.9988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0163 0.9932 0.0231 2.3% 0.0091 0.9% 79% True False 81,147
10 1.0163 0.9932 0.0231 2.3% 0.0083 0.8% 79% True False 75,003
20 1.0163 0.9932 0.0231 2.3% 0.0081 0.8% 79% True False 74,280
40 1.0163 0.9766 0.0397 3.9% 0.0078 0.8% 88% True False 65,342
60 1.0163 0.9701 0.0462 4.6% 0.0085 0.8% 90% True False 44,928
80 1.0163 0.9605 0.0558 5.5% 0.0087 0.9% 91% True False 33,785
100 1.0163 0.9600 0.0563 5.6% 0.0087 0.9% 91% True False 27,062
120 1.0163 0.9338 0.0825 8.2% 0.0083 0.8% 94% True False 22,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.0707
2.618 1.0498
1.618 1.0370
1.000 1.0291
0.618 1.0242
HIGH 1.0163
0.618 1.0114
0.500 1.0099
0.382 1.0084
LOW 1.0035
0.618 0.9956
1.000 0.9907
1.618 0.9828
2.618 0.9700
4.250 0.9491
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.0110 1.0110
PP 1.0104 1.0104
S1 1.0099 1.0099

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.