CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 0.9996 1.0050 0.0054 0.5% 1.0060
High 0.9996 1.0100 0.0104 1.0% 1.0091
Low 0.9996 1.0050 0.0054 0.5% 0.9999
Close 0.9996 1.0094 0.0098 1.0% 0.9996
Range 0.0000 0.0050 0.0050 0.0092
ATR 0.0039 0.0044 0.0005 11.8% 0.0000
Volume 163 63 -100 -61.3% 110
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0231 1.0213 1.0122
R3 1.0181 1.0163 1.0108
R2 1.0131 1.0131 1.0103
R1 1.0113 1.0113 1.0099 1.0122
PP 1.0081 1.0081 1.0081 1.0086
S1 1.0063 1.0063 1.0089 1.0072
S2 1.0031 1.0031 1.0085
S3 0.9981 1.0013 1.0080
S4 0.9931 0.9963 1.0067
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 1.0100 0.9996 0.0104 1.0% 0.0015 0.1% 94% True False 64
10 1.0195 0.9996 0.0199 2.0% 0.0013 0.1% 49% False False 37
20 1.0195 0.9996 0.0199 2.0% 0.0009 0.1% 49% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 1.0313
2.618 1.0231
1.618 1.0181
1.000 1.0150
0.618 1.0131
HIGH 1.0100
0.618 1.0081
0.500 1.0075
0.382 1.0069
LOW 1.0050
0.618 1.0019
1.000 1.0000
1.618 0.9969
2.618 0.9919
4.250 0.9838
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.0088 1.0079
PP 1.0081 1.0063
S1 1.0075 1.0048

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.