CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 0.9978 0.9966 -0.0012 -0.1% 0.9841
High 0.9978 0.9966 -0.0012 -0.1% 0.9890
Low 0.9910 0.9946 0.0036 0.4% 0.9754
Close 0.9956 0.9963 0.0007 0.1% 0.9876
Range 0.0068 0.0020 -0.0048 -70.6% 0.0136
ATR 0.0068 0.0064 -0.0003 -5.0% 0.0000
Volume 148 110 -38 -25.7% 763
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0018 1.0011 0.9974
R3 0.9998 0.9991 0.9969
R2 0.9978 0.9978 0.9967
R1 0.9971 0.9971 0.9965 0.9965
PP 0.9958 0.9958 0.9958 0.9955
S1 0.9951 0.9951 0.9961 0.9945
S2 0.9938 0.9938 0.9959
S3 0.9918 0.9931 0.9958
S4 0.9898 0.9911 0.9952
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0198 0.9951
R3 1.0112 1.0062 0.9913
R2 0.9976 0.9976 0.9901
R1 0.9926 0.9926 0.9888 0.9951
PP 0.9840 0.9840 0.9840 0.9853
S1 0.9790 0.9790 0.9864 0.9815
S2 0.9704 0.9704 0.9851
S3 0.9568 0.9654 0.9839
S4 0.9432 0.9518 0.9801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9981 0.9800 0.0181 1.8% 0.0060 0.6% 90% False False 108
10 0.9981 0.9754 0.0227 2.3% 0.0059 0.6% 92% False False 145
20 0.9981 0.9754 0.0227 2.3% 0.0058 0.6% 92% False False 115
40 0.9981 0.9677 0.0304 3.1% 0.0054 0.5% 94% False False 86
60 0.9981 0.9600 0.0381 3.8% 0.0050 0.5% 95% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 1.0018
1.618 0.9998
1.000 0.9986
0.618 0.9978
HIGH 0.9966
0.618 0.9958
0.500 0.9956
0.382 0.9954
LOW 0.9946
0.618 0.9934
1.000 0.9926
1.618 0.9914
2.618 0.9894
4.250 0.9861
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 0.9961 0.9956
PP 0.9958 0.9948
S1 0.9956 0.9941

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.