CME Canadian Dollar Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.0202 1.0247 0.0045 0.4% 1.0130
High 1.0252 1.0306 0.0054 0.5% 1.0259
Low 1.0202 1.0236 0.0034 0.3% 1.0128
Close 1.0237 1.0279 0.0042 0.4% 1.0174
Range 0.0050 0.0070 0.0020 40.0% 0.0131
ATR 0.0083 0.0082 -0.0001 -1.1% 0.0000
Volume 45,916 64,726 18,810 41.0% 349,770
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0484 1.0451 1.0318
R3 1.0414 1.0381 1.0298
R2 1.0344 1.0344 1.0292
R1 1.0311 1.0311 1.0285 1.0328
PP 1.0274 1.0274 1.0274 1.0282
S1 1.0241 1.0241 1.0273 1.0258
S2 1.0204 1.0204 1.0266
S3 1.0134 1.0171 1.0260
S4 1.0064 1.0101 1.0241
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0580 1.0508 1.0246
R3 1.0449 1.0377 1.0210
R2 1.0318 1.0318 1.0198
R1 1.0246 1.0246 1.0186 1.0282
PP 1.0187 1.0187 1.0187 1.0205
S1 1.0115 1.0115 1.0162 1.0151
S2 1.0056 1.0056 1.0150
S3 0.9925 0.9984 1.0138
S4 0.9794 0.9853 1.0102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0306 1.0158 0.0148 1.4% 0.0079 0.8% 82% True False 63,796
10 1.0306 1.0042 0.0264 2.6% 0.0081 0.8% 90% True False 67,023
20 1.0321 1.0004 0.0317 3.1% 0.0085 0.8% 87% False False 63,753
40 1.0321 0.9987 0.0334 3.2% 0.0076 0.7% 87% False False 32,308
60 1.0321 0.9918 0.0403 3.9% 0.0073 0.7% 90% False False 21,615
80 1.0321 0.9754 0.0567 5.5% 0.0070 0.7% 93% False False 16,243
100 1.0321 0.9677 0.0644 6.3% 0.0066 0.6% 93% False False 13,006
120 1.0321 0.9600 0.0721 7.0% 0.0063 0.6% 94% False False 10,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0604
2.618 1.0489
1.618 1.0419
1.000 1.0376
0.618 1.0349
HIGH 1.0306
0.618 1.0279
0.500 1.0271
0.382 1.0263
LOW 1.0236
0.618 1.0193
1.000 1.0166
1.618 1.0123
2.618 1.0053
4.250 0.9939
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.0276 1.0264
PP 1.0274 1.0249
S1 1.0271 1.0234

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.