CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.0175 1.0165 -0.0010 -0.1% 1.0140
High 1.0192 1.0170 -0.0022 -0.2% 1.0194
Low 1.0172 1.0136 -0.0036 -0.4% 1.0132
Close 1.0197 1.0164 -0.0033 -0.3% 1.0164
Range 0.0020 0.0034 0.0014 70.0% 0.0062
ATR 0.0053 0.0054 0.0001 1.1% 0.0000
Volume 6 53 47 783.3% 80
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0259 1.0245 1.0183
R3 1.0225 1.0211 1.0173
R2 1.0191 1.0191 1.0170
R1 1.0177 1.0177 1.0167 1.0167
PP 1.0157 1.0157 1.0157 1.0152
S1 1.0143 1.0143 1.0161 1.0133
S2 1.0123 1.0123 1.0158
S3 1.0089 1.0109 1.0155
S4 1.0055 1.0075 1.0145
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0349 1.0319 1.0198
R3 1.0287 1.0257 1.0181
R2 1.0225 1.0225 1.0175
R1 1.0195 1.0195 1.0170 1.0210
PP 1.0163 1.0163 1.0163 1.0171
S1 1.0133 1.0133 1.0158 1.0148
S2 1.0101 1.0101 1.0153
S3 1.0039 1.0071 1.0147
S4 0.9977 1.0009 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0194 1.0132 0.0062 0.6% 0.0014 0.1% 52% False False 16
10 1.0265 1.0100 0.0165 1.6% 0.0017 0.2% 39% False False 15
20 1.0267 1.0100 0.0167 1.6% 0.0021 0.2% 38% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0259
1.618 1.0225
1.000 1.0204
0.618 1.0191
HIGH 1.0170
0.618 1.0157
0.500 1.0153
0.382 1.0149
LOW 1.0136
0.618 1.0115
1.000 1.0102
1.618 1.0081
2.618 1.0047
4.250 0.9992
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.0160 1.0164
PP 1.0157 1.0164
S1 1.0153 1.0164

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.