CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 0.9624 0.9710 0.0086 0.9% 0.9649
High 0.9624 0.9710 0.0086 0.9% 0.9708
Low 0.9624 0.9710 0.0086 0.9% 0.9624
Close 0.9620 0.9710 0.0090 0.9% 0.9620
Range
ATR 0.0065 0.0067 0.0002 2.7% 0.0000
Volume 12 3 -9 -75.0% 37
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9710 0.9710 0.9710
R3 0.9710 0.9710 0.9710
R2 0.9710 0.9710 0.9710
R1 0.9710 0.9710 0.9710 0.9710
PP 0.9710 0.9710 0.9710 0.9710
S1 0.9710 0.9710 0.9710 0.9710
S2 0.9710 0.9710 0.9710
S3 0.9710 0.9710 0.9710
S4 0.9710 0.9710 0.9710
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9903 0.9845 0.9666
R3 0.9819 0.9761 0.9643
R2 0.9735 0.9735 0.9635
R1 0.9677 0.9677 0.9628 0.9664
PP 0.9651 0.9651 0.9651 0.9644
S1 0.9593 0.9593 0.9612 0.9580
S2 0.9567 0.9567 0.9605
S3 0.9483 0.9509 0.9597
S4 0.9399 0.9425 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9624 0.0086 0.9% 0.0005 0.1% 100% True False 7
10 0.9710 0.9399 0.0311 3.2% 0.0012 0.1% 100% True False 4
20 0.9710 0.9100 0.0610 6.3% 0.0013 0.1% 100% True False 5
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9710
2.618 0.9710
1.618 0.9710
1.000 0.9710
0.618 0.9710
HIGH 0.9710
0.618 0.9710
0.500 0.9710
0.382 0.9710
LOW 0.9710
0.618 0.9710
1.000 0.9710
1.618 0.9710
2.618 0.9710
4.250 0.9710
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 0.9710 0.9696
PP 0.9710 0.9681
S1 0.9710 0.9667

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.