CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 0.9774 0.9805 0.0031 0.3% 0.9707
High 0.9818 0.9805 -0.0013 -0.1% 0.9865
Low 0.9773 0.9805 0.0032 0.3% 0.9704
Close 0.9807 0.9808 0.0001 0.0% 0.9807
Range 0.0045 0.0000 -0.0045 -100.0% 0.0161
ATR 0.0046 0.0043 -0.0003 -6.8% 0.0000
Volume 1 16 15 1,500.0% 111
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9806 0.9807 0.9808
R3 0.9806 0.9807 0.9808
R2 0.9806 0.9806 0.9808
R1 0.9807 0.9807 0.9808 0.9807
PP 0.9806 0.9806 0.9806 0.9806
S1 0.9807 0.9807 0.9808 0.9807
S2 0.9806 0.9806 0.9808
S3 0.9806 0.9807 0.9808
S4 0.9806 0.9807 0.9808
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0275 1.0202 0.9896
R3 1.0114 1.0041 0.9851
R2 0.9953 0.9953 0.9837
R1 0.9880 0.9880 0.9822 0.9917
PP 0.9792 0.9792 0.9792 0.9810
S1 0.9719 0.9719 0.9792 0.9756
S2 0.9631 0.9631 0.9777
S3 0.9470 0.9558 0.9763
S4 0.9309 0.9397 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9704 0.0161 1.6% 0.0031 0.3% 65% False False 23
10 0.9865 0.9600 0.0265 2.7% 0.0022 0.2% 78% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9805
2.618 0.9805
1.618 0.9805
1.000 0.9805
0.618 0.9805
HIGH 0.9805
0.618 0.9805
0.500 0.9805
0.382 0.9805
LOW 0.9805
0.618 0.9805
1.000 0.9805
1.618 0.9805
2.618 0.9805
4.250 0.9805
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 0.9807 0.9805
PP 0.9806 0.9802
S1 0.9805 0.9800

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.