CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.0411 1.0310 -0.0101 -1.0% 1.0434
High 1.0411 1.0310 -0.0101 -1.0% 1.0510
Low 1.0361 1.0248 -0.0113 -1.1% 1.0399
Close 1.0378 1.0251 -0.0127 -1.2% 1.0503
Range 0.0050 0.0062 0.0012 24.0% 0.0111
ATR 0.0063 0.0067 0.0005 7.7% 0.0000
Volume 144 38 -106 -73.6% 158
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.0456 1.0415 1.0285
R3 1.0394 1.0353 1.0268
R2 1.0332 1.0332 1.0262
R1 1.0291 1.0291 1.0257 1.0281
PP 1.0270 1.0270 1.0270 1.0264
S1 1.0229 1.0229 1.0245 1.0219
S2 1.0208 1.0208 1.0240
S3 1.0146 1.0167 1.0234
S4 1.0084 1.0105 1.0217
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 1.0248 0.0262 2.6% 0.0063 0.6% 1% False True 63
10 1.0510 1.0248 0.0262 2.6% 0.0060 0.6% 1% False True 50
20 1.0510 1.0248 0.0262 2.6% 0.0057 0.6% 1% False True 42
40 1.0510 0.9981 0.0529 5.2% 0.0053 0.5% 51% False False 43
60 1.0510 0.9952 0.0558 5.4% 0.0044 0.4% 54% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0574
2.618 1.0472
1.618 1.0410
1.000 1.0372
0.618 1.0348
HIGH 1.0310
0.618 1.0286
0.500 1.0279
0.382 1.0272
LOW 1.0248
0.618 1.0210
1.000 1.0186
1.618 1.0148
2.618 1.0086
4.250 0.9985
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.0279 1.0372
PP 1.0270 1.0331
S1 1.0260 1.0291

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.