CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 1.0485 1.0456 -0.0029 -0.3% 1.0434
High 1.0501 1.0495 -0.0006 -0.1% 1.0510
Low 1.0447 1.0417 -0.0030 -0.3% 1.0399
Close 1.0464 1.0420 -0.0044 -0.4% 1.0503
Range 0.0054 0.0078 0.0024 44.4% 0.0111
ATR 0.0062 0.0063 0.0001 1.9% 0.0000
Volume 83 37 -46 -55.4% 158
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 1.0678 1.0627 1.0463
R3 1.0600 1.0549 1.0441
R2 1.0522 1.0522 1.0434
R1 1.0471 1.0471 1.0427 1.0458
PP 1.0444 1.0444 1.0444 1.0437
S1 1.0393 1.0393 1.0413 1.0380
S2 1.0366 1.0366 1.0406
S3 1.0288 1.0315 1.0399
S4 1.0210 1.0237 1.0377
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% 0.0064 0.6% 18% False False 37
10 1.0510 1.0299 0.0211 2.0% 0.0063 0.6% 57% False False 41
20 1.0510 1.0249 0.0261 2.5% 0.0056 0.5% 66% False False 43
40 1.0510 0.9981 0.0529 5.1% 0.0050 0.5% 83% False False 48
60 1.0510 0.9949 0.0561 5.4% 0.0044 0.4% 84% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0827
2.618 1.0699
1.618 1.0621
1.000 1.0573
0.618 1.0543
HIGH 1.0495
0.618 1.0465
0.500 1.0456
0.382 1.0447
LOW 1.0417
0.618 1.0369
1.000 1.0339
1.618 1.0291
2.618 1.0213
4.250 1.0086
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 1.0456 1.0464
PP 1.0444 1.0449
S1 1.0432 1.0435

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.