CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1.0109 1.0146 0.0037 0.4% 1.0100
High 1.0166 1.0146 -0.0020 -0.2% 1.0190
Low 1.0106 1.0144 0.0038 0.4% 0.9988
Close 1.0152 1.0132 -0.0020 -0.2% 1.0062
Range 0.0060 0.0002 -0.0058 -96.7% 0.0202
ATR 0.0087 0.0082 -0.0006 -6.5% 0.0000
Volume 60 10 -50 -83.3% 1,851
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0147 1.0141 1.0133
R3 1.0145 1.0139 1.0133
R2 1.0143 1.0143 1.0132
R1 1.0137 1.0137 1.0132 1.0139
PP 1.0141 1.0141 1.0141 1.0142
S1 1.0135 1.0135 1.0132 1.0137
S2 1.0139 1.0139 1.0132
S3 1.0137 1.0133 1.0131
S4 1.0135 1.0131 1.0131
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0686 1.0576 1.0173
R3 1.0484 1.0374 1.0118
R2 1.0282 1.0282 1.0099
R1 1.0172 1.0172 1.0081 1.0126
PP 1.0080 1.0080 1.0080 1.0057
S1 0.9970 0.9970 1.0043 0.9924
S2 0.9878 0.9878 1.0025
S3 0.9676 0.9768 1.0006
S4 0.9474 0.9566 0.9951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0190 1.0000 0.0190 1.9% 0.0085 0.8% 69% False False 251
10 1.0390 0.9988 0.0402 4.0% 0.0098 1.0% 36% False False 212
20 1.0544 0.9988 0.0556 5.5% 0.0060 0.6% 26% False False 118
40 1.0544 0.9988 0.0556 5.5% 0.0046 0.5% 26% False False 67
60 1.0544 0.9988 0.0556 5.5% 0.0037 0.4% 26% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0155
2.618 1.0151
1.618 1.0149
1.000 1.0148
0.618 1.0147
HIGH 1.0146
0.618 1.0145
0.500 1.0145
0.382 1.0145
LOW 1.0144
0.618 1.0143
1.000 1.0142
1.618 1.0141
2.618 1.0139
4.250 1.0136
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1.0145 1.0124
PP 1.0141 1.0116
S1 1.0136 1.0108

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.