CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 0.9995 1.0027 0.0032 0.3% 1.0040
High 1.0060 1.0034 -0.0026 -0.3% 1.0071
Low 0.9960 0.9979 0.0019 0.2% 0.9930
Close 1.0038 1.0028 -0.0010 -0.1% 1.0038
Range 0.0100 0.0055 -0.0045 -45.0% 0.0141
ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000
Volume 81 150 69 85.2% 885
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0179 1.0158 1.0058
R3 1.0124 1.0103 1.0043
R2 1.0069 1.0069 1.0038
R1 1.0048 1.0048 1.0033 1.0059
PP 1.0014 1.0014 1.0014 1.0019
S1 0.9993 0.9993 1.0023 1.0004
S2 0.9959 0.9959 1.0018
S3 0.9904 0.9938 1.0013
S4 0.9849 0.9883 0.9998
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0436 1.0378 1.0116
R3 1.0295 1.0237 1.0077
R2 1.0154 1.0154 1.0064
R1 1.0096 1.0096 1.0051 1.0055
PP 1.0013 1.0013 1.0013 0.9992
S1 0.9955 0.9955 1.0025 0.9914
S2 0.9872 0.9872 1.0012
S3 0.9731 0.9814 0.9999
S4 0.9590 0.9673 0.9960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9930 0.0130 1.3% 0.0080 0.8% 75% False False 160
10 1.0071 0.9900 0.0171 1.7% 0.0069 0.7% 75% False False 151
20 1.0071 0.9754 0.0317 3.2% 0.0066 0.7% 86% False False 137
40 1.0071 0.9677 0.0394 3.9% 0.0060 0.6% 89% False False 99
60 1.0071 0.9600 0.0471 4.7% 0.0056 0.6% 91% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0178
1.618 1.0123
1.000 1.0089
0.618 1.0068
HIGH 1.0034
0.618 1.0013
0.500 1.0007
0.382 1.0000
LOW 0.9979
0.618 0.9945
1.000 0.9924
1.618 0.9890
2.618 0.9835
4.250 0.9745
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 1.0021 1.0022
PP 1.0014 1.0016
S1 1.0007 1.0010

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.