CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 0.9753 0.9742 -0.0011 -0.1% 0.9849
High 0.9763 0.9742 -0.0021 -0.2% 0.9850
Low 0.9710 0.9742 0.0032 0.3% 0.9664
Close 0.9712 0.9742 0.0030 0.3% 0.9742
Range 0.0053 0.0000 -0.0053 -100.0% 0.0186
ATR 0.0048 0.0047 -0.0001 -2.7% 0.0000
Volume 23 84 61 265.2% 164
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9742 0.9742 0.9742
R3 0.9742 0.9742 0.9742
R2 0.9742 0.9742 0.9742
R1 0.9742 0.9742 0.9742 0.9742
PP 0.9742 0.9742 0.9742 0.9742
S1 0.9742 0.9742 0.9742 0.9742
S2 0.9742 0.9742 0.9742
S3 0.9742 0.9742 0.9742
S4 0.9742 0.9742 0.9742
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0310 1.0212 0.9844
R3 1.0124 1.0026 0.9793
R2 0.9938 0.9938 0.9776
R1 0.9840 0.9840 0.9759 0.9796
PP 0.9752 0.9752 0.9752 0.9730
S1 0.9654 0.9654 0.9725 0.9610
S2 0.9566 0.9566 0.9708
S3 0.9380 0.9468 0.9691
S4 0.9194 0.9282 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9850 0.9664 0.0186 1.9% 0.0014 0.1% 42% False False 32
10 0.9928 0.9664 0.0264 2.7% 0.0018 0.2% 30% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9742
2.618 0.9742
1.618 0.9742
1.000 0.9742
0.618 0.9742
HIGH 0.9742
0.618 0.9742
0.500 0.9742
0.382 0.9742
LOW 0.9742
0.618 0.9742
1.000 0.9742
1.618 0.9742
2.618 0.9742
4.250 0.9742
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 0.9742 0.9733
PP 0.9742 0.9723
S1 0.9742 0.9714

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.