CME Canadian Dollar Future June 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 1.0007 0.9952 -0.0055 -0.5% 0.9880
High 1.0019 1.0010 -0.0009 -0.1% 1.0058
Low 1.0006 0.9952 -0.0054 -0.5% 0.9790
Close 1.0017 1.0015 -0.0002 0.0% 1.0017
Range 0.0013 0.0058 0.0045 346.2% 0.0268
ATR 0.0087 0.0086 -0.0002 -1.8% 0.0000
Volume 36 30 -6 -16.7% 256
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0166 1.0149 1.0047
R3 1.0108 1.0091 1.0031
R2 1.0050 1.0050 1.0026
R1 1.0033 1.0033 1.0020 1.0042
PP 0.9992 0.9992 0.9992 0.9997
S1 0.9975 0.9975 1.0010 0.9984
S2 0.9934 0.9934 1.0004
S3 0.9876 0.9917 0.9999
S4 0.9818 0.9859 0.9983
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% 0.0059 0.6% 84% False False 31
10 1.0058 0.9723 0.0335 3.3% 0.0056 0.6% 87% False False 47
20 1.0058 0.9360 0.0698 7.0% 0.0052 0.5% 94% False False 58
40 1.0160 0.9360 0.0800 8.0% 0.0047 0.5% 82% False False 61
60 1.0195 0.9360 0.0835 8.3% 0.0034 0.3% 78% False False 46
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0257
2.618 1.0162
1.618 1.0104
1.000 1.0068
0.618 1.0046
HIGH 1.0010
0.618 0.9988
0.500 0.9981
0.382 0.9974
LOW 0.9952
0.618 0.9916
1.000 0.9894
1.618 0.9858
2.618 0.9800
4.250 0.9706
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 1.0004 1.0012
PP 0.9992 1.0008
S1 0.9981 1.0005

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.