CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 0.9540 0.9623 0.0083 0.9% 0.9508
High 0.9624 0.9642 0.0018 0.2% 0.9624
Low 0.9498 0.9577 0.0079 0.8% 0.9498
Close 0.9610 0.9599 -0.0011 -0.1% 0.9610
Range 0.0126 0.0065 -0.0061 -48.4% 0.0126
ATR 0.0088 0.0087 -0.0002 -1.9% 0.0000
Volume 1,059 617 -442 -41.7% 3,099
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9801 0.9765 0.9635
R3 0.9736 0.9700 0.9617
R2 0.9671 0.9671 0.9611
R1 0.9635 0.9635 0.9605 0.9621
PP 0.9606 0.9606 0.9606 0.9599
S1 0.9570 0.9570 0.9593 0.9556
S2 0.9541 0.9541 0.9587
S3 0.9476 0.9505 0.9581
S4 0.9411 0.9440 0.9563
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9955 0.9909 0.9679
R3 0.9829 0.9783 0.9645
R2 0.9703 0.9703 0.9633
R1 0.9657 0.9657 0.9622 0.9680
PP 0.9577 0.9577 0.9577 0.9589
S1 0.9531 0.9531 0.9598 0.9554
S2 0.9451 0.9451 0.9587
S3 0.9325 0.9405 0.9575
S4 0.9199 0.9279 0.9541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9642 0.9498 0.0144 1.5% 0.0086 0.9% 70% True False 664
10 0.9642 0.9300 0.0342 3.6% 0.0085 0.9% 87% True False 583
20 0.9642 0.9276 0.0366 3.8% 0.0086 0.9% 88% True False 476
40 0.9775 0.9276 0.0499 5.2% 0.0083 0.9% 65% False False 353
60 0.9775 0.9276 0.0499 5.2% 0.0077 0.8% 65% False False 261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9812
1.618 0.9747
1.000 0.9707
0.618 0.9682
HIGH 0.9642
0.618 0.9617
0.500 0.9610
0.382 0.9602
LOW 0.9577
0.618 0.9537
1.000 0.9512
1.618 0.9472
2.618 0.9407
4.250 0.9301
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 0.9610 0.9589
PP 0.9606 0.9580
S1 0.9603 0.9570

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.