CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 0.9657 0.9767 0.0110 1.1% 0.9831
High 0.9787 0.9846 0.0059 0.6% 0.9893
Low 0.9630 0.9720 0.0090 0.9% 0.9291
Close 0.9755 0.9810 0.0055 0.6% 0.9591
Range 0.0157 0.0126 -0.0031 -19.7% 0.0602
ATR 0.0135 0.0134 -0.0001 -0.5% 0.0000
Volume 1,017 1,206 189 18.6% 3,693
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.0170 1.0116 0.9879
R3 1.0044 0.9990 0.9845
R2 0.9918 0.9918 0.9833
R1 0.9864 0.9864 0.9822 0.9891
PP 0.9792 0.9792 0.9792 0.9806
S1 0.9738 0.9738 0.9798 0.9765
S2 0.9666 0.9666 0.9787
S3 0.9540 0.9612 0.9775
S4 0.9414 0.9486 0.9741
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1398 1.1096 0.9922
R3 1.0796 1.0494 0.9757
R2 1.0194 1.0194 0.9701
R1 0.9892 0.9892 0.9646 0.9742
PP 0.9592 0.9592 0.9592 0.9517
S1 0.9290 0.9290 0.9536 0.9140
S2 0.8990 0.8990 0.9481
S3 0.8388 0.8688 0.9425
S4 0.7786 0.8086 0.9260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9846 0.9291 0.0555 5.7% 0.0202 2.1% 94% True False 1,036
10 0.9980 0.9291 0.0689 7.0% 0.0160 1.6% 75% False False 759
20 1.0054 0.9291 0.0763 7.8% 0.0127 1.3% 68% False False 738
40 1.0054 0.9291 0.0763 7.8% 0.0099 1.0% 68% False False 500
60 1.0054 0.9291 0.0763 7.8% 0.0086 0.9% 68% False False 353
80 1.0054 0.9288 0.0766 7.8% 0.0074 0.8% 68% False False 270
100 1.0054 0.9288 0.0766 7.8% 0.0064 0.7% 68% False False 220
120 1.0054 0.9288 0.0766 7.8% 0.0057 0.6% 68% False False 186
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0382
2.618 1.0176
1.618 1.0050
1.000 0.9972
0.618 0.9924
HIGH 0.9846
0.618 0.9798
0.500 0.9783
0.382 0.9768
LOW 0.9720
0.618 0.9642
1.000 0.9594
1.618 0.9516
2.618 0.9390
4.250 0.9185
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 0.9801 0.9760
PP 0.9792 0.9710
S1 0.9783 0.9660

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.