CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.0455 1.0485 0.0030 0.3% 1.0434
High 1.0510 1.0501 -0.0009 -0.1% 1.0510
Low 1.0437 1.0447 0.0010 0.1% 1.0399
Close 1.0503 1.0464 -0.0039 -0.4% 1.0503
Range 0.0073 0.0054 -0.0019 -26.0% 0.0111
ATR 0.0062 0.0062 0.0000 -0.7% 0.0000
Volume 14 83 69 492.9% 158
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.0633 1.0602 1.0494
R3 1.0579 1.0548 1.0479
R2 1.0525 1.0525 1.0474
R1 1.0494 1.0494 1.0469 1.0483
PP 1.0471 1.0471 1.0471 1.0465
S1 1.0440 1.0440 1.0459 1.0429
S2 1.0417 1.0417 1.0454
S3 1.0363 1.0386 1.0449
S4 1.0309 1.0332 1.0434
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0804 1.0764 1.0564
R3 1.0693 1.0653 1.0534
R2 1.0582 1.0582 1.0523
R1 1.0542 1.0542 1.0513 1.0562
PP 1.0471 1.0471 1.0471 1.0481
S1 1.0431 1.0431 1.0493 1.0451
S2 1.0360 1.0360 1.0483
S3 1.0249 1.0320 1.0472
S4 1.0138 1.0209 1.0442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0510 1.0400 0.0110 1.1% 0.0057 0.5% 58% False False 33
10 1.0510 1.0249 0.0261 2.5% 0.0061 0.6% 82% False False 39
20 1.0510 1.0249 0.0261 2.5% 0.0055 0.5% 82% False False 44
40 1.0510 0.9981 0.0529 5.1% 0.0049 0.5% 91% False False 47
60 1.0510 0.9949 0.0561 5.4% 0.0043 0.4% 92% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0731
2.618 1.0642
1.618 1.0588
1.000 1.0555
0.618 1.0534
HIGH 1.0501
0.618 1.0480
0.500 1.0474
0.382 1.0468
LOW 1.0447
0.618 1.0414
1.000 1.0393
1.618 1.0360
2.618 1.0306
4.250 1.0218
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.0474 1.0474
PP 1.0471 1.0470
S1 1.0467 1.0467

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.