CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 0.9995 1.0007 0.0012 0.1% 0.9880
High 1.0058 1.0019 -0.0039 -0.4% 1.0058
Low 0.9985 1.0006 0.0021 0.2% 0.9790
Close 1.0046 1.0017 -0.0029 -0.3% 1.0017
Range 0.0073 0.0013 -0.0060 -82.2% 0.0268
ATR 0.0091 0.0087 -0.0004 -4.0% 0.0000
Volume 31 36 5 16.1% 256
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0053 1.0048 1.0024
R3 1.0040 1.0035 1.0021
R2 1.0027 1.0027 1.0019
R1 1.0022 1.0022 1.0018 1.0025
PP 1.0014 1.0014 1.0014 1.0015
S1 1.0009 1.0009 1.0016 1.0012
S2 1.0001 1.0001 1.0015
S3 0.9988 0.9996 1.0013
S4 0.9975 0.9983 1.0010
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0759 1.0656 1.0164
R3 1.0491 1.0388 1.0091
R2 1.0223 1.0223 1.0066
R1 1.0120 1.0120 1.0042 1.0172
PP 0.9955 0.9955 0.9955 0.9981
S1 0.9852 0.9852 0.9992 0.9904
S2 0.9687 0.9687 0.9968
S3 0.9419 0.9584 0.9943
S4 0.9151 0.9316 0.9870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9790 0.0268 2.7% 0.0051 0.5% 85% False False 51
10 1.0058 0.9723 0.0335 3.3% 0.0059 0.6% 88% False False 45
20 1.0058 0.9360 0.0698 7.0% 0.0052 0.5% 94% False False 62
40 1.0160 0.9360 0.0800 8.0% 0.0046 0.5% 82% False False 61
60 1.0195 0.9360 0.0835 8.3% 0.0034 0.3% 79% False False 46
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 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0074
2.618 1.0053
1.618 1.0040
1.000 1.0032
0.618 1.0027
HIGH 1.0019
0.618 1.0014
0.500 1.0013
0.382 1.0011
LOW 1.0006
0.618 0.9998
1.000 0.9993
1.618 0.9985
2.618 0.9972
4.250 0.9951
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.0016 0.9986
PP 1.0014 0.9955
S1 1.0013 0.9924

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.