CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 1.0073 1.0053 -0.0020 -0.2% 1.0005
High 1.0075 1.0053 -0.0022 -0.2% 1.0023
Low 1.0073 1.0035 -0.0038 -0.4% 0.9912
Close 1.0053 1.0038 -0.0015 -0.1% 1.0007
Range 0.0002 0.0018 0.0016 800.0% 0.0111
ATR 0.0041 0.0039 -0.0002 -4.0% 0.0000
Volume 2 13 11 550.0% 106
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0096 1.0085 1.0048
R3 1.0078 1.0067 1.0043
R2 1.0060 1.0060 1.0041
R1 1.0049 1.0049 1.0040 1.0046
PP 1.0042 1.0042 1.0042 1.0040
S1 1.0031 1.0031 1.0036 1.0028
S2 1.0024 1.0024 1.0035
S3 1.0006 1.0013 1.0033
S4 0.9988 0.9995 1.0028
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0314 1.0271 1.0068
R3 1.0203 1.0160 1.0038
R2 1.0092 1.0092 1.0027
R1 1.0049 1.0049 1.0017 1.0071
PP 0.9981 0.9981 0.9981 0.9991
S1 0.9938 0.9938 0.9997 0.9960
S2 0.9870 0.9870 0.9987
S3 0.9759 0.9827 0.9976
S4 0.9648 0.9716 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9984 0.0091 0.9% 0.0010 0.1% 59% False False 10
10 1.0075 0.9912 0.0163 1.6% 0.0013 0.1% 77% False False 13
20 1.0075 0.9740 0.0335 3.3% 0.0014 0.1% 89% False False 14
40 1.0075 0.9664 0.0411 4.1% 0.0017 0.2% 91% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 1.0100
1.618 1.0082
1.000 1.0071
0.618 1.0064
HIGH 1.0053
0.618 1.0046
0.500 1.0044
0.382 1.0042
LOW 1.0035
0.618 1.0024
1.000 1.0017
1.618 1.0006
2.618 0.9988
4.250 0.9959
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 1.0044 1.0053
PP 1.0042 1.0048
S1 1.0040 1.0043

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.