CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.0051 1.0100 0.0049 0.5% 1.0070
High 1.0051 1.0122 0.0071 0.7% 1.0070
Low 1.0051 1.0100 0.0049 0.5% 1.0000
Close 1.0051 1.0140 0.0089 0.9% 1.0051
Range 0.0000 0.0022 0.0022 0.0070
ATR
Volume 14 7 -7 -50.0% 140
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0187 1.0185 1.0152
R3 1.0165 1.0163 1.0146
R2 1.0143 1.0143 1.0144
R1 1.0141 1.0141 1.0142 1.0142
PP 1.0121 1.0121 1.0121 1.0121
S1 1.0119 1.0119 1.0138 1.0120
S2 1.0099 1.0099 1.0136
S3 1.0077 1.0097 1.0134
S4 1.0055 1.0075 1.0128
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0250 1.0221 1.0090
R3 1.0180 1.0151 1.0070
R2 1.0110 1.0110 1.0064
R1 1.0081 1.0081 1.0057 1.0061
PP 1.0040 1.0040 1.0040 1.0030
S1 1.0011 1.0011 1.0045 0.9991
S2 0.9970 0.9970 1.0038
S3 0.9900 0.9941 1.0032
S4 0.9830 0.9871 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 1.0000 0.0122 1.2% 0.0009 0.1% 115% True False 20
10 1.0354 1.0000 0.0354 3.5% 0.0021 0.2% 40% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0216
2.618 1.0180
1.618 1.0158
1.000 1.0144
0.618 1.0136
HIGH 1.0122
0.618 1.0114
0.500 1.0111
0.382 1.0108
LOW 1.0100
0.618 1.0086
1.000 1.0078
1.618 1.0064
2.618 1.0042
4.250 1.0007
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.0130 1.0114
PP 1.0121 1.0087
S1 1.0111 1.0061

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.