CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 0.9804 0.9855 0.0051 0.5% 1.0023
High 0.9850 0.9895 0.0045 0.5% 1.0043
Low 0.9791 0.9800 0.0009 0.1% 0.9751
Close 0.9843 0.9878 0.0035 0.4% 0.9804
Range 0.0059 0.0095 0.0036 61.0% 0.0292
ATR 0.0126 0.0124 -0.0002 -1.8% 0.0000
Volume 431 261 -170 -39.4% 1,591
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0143 1.0105 0.9930
R3 1.0048 1.0010 0.9904
R2 0.9953 0.9953 0.9895
R1 0.9915 0.9915 0.9887 0.9934
PP 0.9858 0.9858 0.9858 0.9867
S1 0.9820 0.9820 0.9869 0.9839
S2 0.9763 0.9763 0.9861
S3 0.9668 0.9725 0.9852
S4 0.9573 0.9630 0.9826
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0742 1.0565 0.9965
R3 1.0450 1.0273 0.9884
R2 1.0158 1.0158 0.9858
R1 0.9981 0.9981 0.9831 0.9924
PP 0.9866 0.9866 0.9866 0.9837
S1 0.9689 0.9689 0.9777 0.9632
S2 0.9574 0.9574 0.9750
S3 0.9282 0.9397 0.9724
S4 0.8990 0.9105 0.9643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9915 0.9751 0.0164 1.7% 0.0110 1.1% 77% False False 360
10 1.0075 0.9751 0.0324 3.3% 0.0119 1.2% 39% False False 371
20 1.0075 0.9660 0.0415 4.2% 0.0122 1.2% 53% False False 380
40 1.0187 0.9359 0.0828 8.4% 0.0117 1.2% 63% False False 349
60 1.0245 0.9359 0.0886 9.0% 0.0098 1.0% 59% False False 259
80 1.0544 0.9359 0.1185 12.0% 0.0088 0.9% 44% False False 224
100 1.0544 0.9359 0.1185 12.0% 0.0077 0.8% 44% False False 182
120 1.0544 0.9359 0.1185 12.0% 0.0068 0.7% 44% False False 155
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0144
1.618 1.0049
1.000 0.9990
0.618 0.9954
HIGH 0.9895
0.618 0.9859
0.500 0.9848
0.382 0.9836
LOW 0.9800
0.618 0.9741
1.000 0.9705
1.618 0.9646
2.618 0.9551
4.250 0.9396
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 0.9868 0.9860
PP 0.9858 0.9841
S1 0.9848 0.9823

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.