CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.0065 1.0000 -0.0065 -0.6% 1.0060
High 1.0065 1.0016 -0.0049 -0.5% 1.0091
Low 1.0065 0.9999 -0.0066 -0.7% 0.9999
Close 1.0065 0.9996 -0.0069 -0.7% 0.9996
Range 0.0000 0.0017 0.0017 0.0092
ATR 0.0040 0.0042 0.0002 4.5% 0.0000
Volume 46 46 0 0.0% 110
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0055 1.0042 1.0005
R3 1.0038 1.0025 1.0001
R2 1.0021 1.0021 0.9999
R1 1.0008 1.0008 0.9998 1.0006
PP 1.0004 1.0004 1.0004 1.0003
S1 0.9991 0.9991 0.9994 0.9989
S2 0.9987 0.9987 0.9993
S3 0.9970 0.9974 0.9991
S4 0.9953 0.9957 0.9987
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0305 1.0242 1.0047
R3 1.0213 1.0150 1.0021
R2 1.0121 1.0121 1.0013
R1 1.0058 1.0058 1.0004 1.0044
PP 1.0029 1.0029 1.0029 1.0021
S1 0.9966 0.9966 0.9988 0.9952
S2 0.9937 0.9937 0.9979
S3 0.9845 0.9874 0.9971
S4 0.9753 0.9782 0.9945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0160 0.9999 0.0161 1.6% 0.0017 0.2% -2% False True 23
10 1.0195 0.9999 0.0196 2.0% 0.0008 0.1% -2% False True 20
20 1.0195 0.9999 0.0196 2.0% 0.0008 0.1% -2% False True 16
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0088
2.618 1.0061
1.618 1.0044
1.000 1.0033
0.618 1.0027
HIGH 1.0016
0.618 1.0010
0.500 1.0008
0.382 1.0005
LOW 0.9999
0.618 0.9988
1.000 0.9982
1.618 0.9971
2.618 0.9954
4.250 0.9927
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.0008 1.0045
PP 1.0004 1.0029
S1 1.0000 1.0012

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.