CME Canadian Dollar Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1.0437 1.0399 -0.0038 -0.4% 1.0574
High 1.0503 1.0408 -0.0095 -0.9% 1.0576
Low 1.0365 1.0306 -0.0059 -0.6% 1.0285
Close 1.0389 1.0374 -0.0015 -0.1% 1.0308
Range 0.0138 0.0102 -0.0036 -26.1% 0.0291
ATR 0.0099 0.0099 0.0000 0.2% 0.0000
Volume 98,675 107,934 9,259 9.4% 523,267
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1.0669 1.0623 1.0430
R3 1.0567 1.0521 1.0402
R2 1.0465 1.0465 1.0393
R1 1.0419 1.0419 1.0383 1.0391
PP 1.0363 1.0363 1.0363 1.0349
S1 1.0317 1.0317 1.0365 1.0289
S2 1.0261 1.0261 1.0355
S3 1.0159 1.0215 1.0346
S4 1.0057 1.0113 1.0318
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1263 1.1076 1.0468
R3 1.0972 1.0785 1.0388
R2 1.0681 1.0681 1.0361
R1 1.0494 1.0494 1.0335 1.0442
PP 1.0390 1.0390 1.0390 1.0364
S1 1.0203 1.0203 1.0281 1.0151
S2 1.0099 1.0099 1.0255
S3 0.9808 0.9912 1.0228
S4 0.9517 0.9621 1.0148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0503 1.0297 0.0206 2.0% 0.0114 1.1% 37% False False 101,003
10 1.0578 1.0285 0.0293 2.8% 0.0113 1.1% 30% False False 95,313
20 1.0578 1.0272 0.0306 2.9% 0.0101 1.0% 33% False False 82,918
40 1.0578 1.0042 0.0536 5.2% 0.0089 0.9% 62% False False 75,086
60 1.0578 1.0004 0.0574 5.5% 0.0086 0.8% 64% False False 60,362
80 1.0578 0.9918 0.0660 6.4% 0.0081 0.8% 69% False False 45,357
100 1.0578 0.9754 0.0824 7.9% 0.0077 0.7% 75% False False 36,317
120 1.0578 0.9677 0.0901 8.7% 0.0073 0.7% 77% False False 30,277
Crabel Price Patterns
NR True
NR4 False
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0842
2.618 1.0675
1.618 1.0573
1.000 1.0510
0.618 1.0471
HIGH 1.0408
0.618 1.0369
0.500 1.0357
0.382 1.0345
LOW 1.0306
0.618 1.0243
1.000 1.0204
1.618 1.0141
2.618 1.0039
4.250 0.9873
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1.0368 1.0405
PP 1.0363 1.0394
S1 1.0357 1.0384

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.