CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 0.9861 0.9949 0.0088 0.9% 0.9740
High 0.9861 0.9949 0.0088 0.9% 0.9862
Low 0.9861 0.9949 0.0088 0.9% 0.9740
Close 0.9861 0.9934 0.0073 0.7% 0.9849
Range
ATR 0.0043 0.0046 0.0003 7.6% 0.0000
Volume 3 3 0 0.0% 109
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9944 0.9939 0.9934
R3 0.9944 0.9939 0.9934
R2 0.9944 0.9944 0.9934
R1 0.9939 0.9939 0.9934 0.9942
PP 0.9944 0.9944 0.9944 0.9945
S1 0.9939 0.9939 0.9934 0.9942
S2 0.9944 0.9944 0.9934
S3 0.9944 0.9939 0.9934
S4 0.9944 0.9939 0.9934
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0183 1.0138 0.9916
R3 1.0061 1.0016 0.9883
R2 0.9939 0.9939 0.9871
R1 0.9894 0.9894 0.9860 0.9917
PP 0.9817 0.9817 0.9817 0.9828
S1 0.9772 0.9772 0.9838 0.9795
S2 0.9695 0.9695 0.9827
S3 0.9573 0.9650 0.9815
S4 0.9451 0.9528 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9949 0.9755 0.0194 2.0% 0.0013 0.1% 92% True False 18
10 0.9949 0.9740 0.0209 2.1% 0.0020 0.2% 93% True False 24
20 0.9949 0.9676 0.0273 2.7% 0.0020 0.2% 95% True False 39
40 0.9949 0.9664 0.0285 2.9% 0.0017 0.2% 95% True False 31
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9949
2.618 0.9949
1.618 0.9949
1.000 0.9949
0.618 0.9949
HIGH 0.9949
0.618 0.9949
0.500 0.9949
0.382 0.9949
LOW 0.9949
0.618 0.9949
1.000 0.9949
1.618 0.9949
2.618 0.9949
4.250 0.9949
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 0.9949 0.9914
PP 0.9944 0.9894
S1 0.9939 0.9874

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.