CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 1.0020 1.0058 0.0038 0.4% 1.0002
High 1.0045 1.0064 0.0019 0.2% 1.0002
Low 1.0020 1.0057 0.0037 0.4% 0.9939
Close 1.0022 1.0061 0.0039 0.4% 0.9941
Range 0.0025 0.0007 -0.0018 -72.0% 0.0063
ATR 0.0043 0.0043 0.0000 -0.2% 0.0000
Volume 10 53 43 430.0% 66
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0082 1.0078 1.0065
R3 1.0075 1.0071 1.0063
R2 1.0068 1.0068 1.0062
R1 1.0064 1.0064 1.0062 1.0066
PP 1.0061 1.0061 1.0061 1.0062
S1 1.0057 1.0057 1.0060 1.0059
S2 1.0054 1.0054 1.0060
S3 1.0047 1.0050 1.0059
S4 1.0040 1.0043 1.0057
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0150 1.0108 0.9976
R3 1.0087 1.0045 0.9958
R2 1.0024 1.0024 0.9953
R1 0.9982 0.9982 0.9947 0.9972
PP 0.9961 0.9961 0.9961 0.9955
S1 0.9919 0.9919 0.9935 0.9909
S2 0.9898 0.9898 0.9929
S3 0.9835 0.9856 0.9924
S4 0.9772 0.9793 0.9906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0064 0.9908 0.0156 1.6% 0.0011 0.1% 98% True False 18
10 1.0064 0.9908 0.0156 1.6% 0.0014 0.1% 98% True False 24
20 1.0075 0.9908 0.0167 1.7% 0.0014 0.1% 92% False False 21
40 1.0075 0.9740 0.0335 3.3% 0.0017 0.2% 96% False False 31
60 1.0075 0.9664 0.0411 4.1% 0.0016 0.2% 97% False False 28
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0094
2.618 1.0082
1.618 1.0075
1.000 1.0071
0.618 1.0068
HIGH 1.0064
0.618 1.0061
0.500 1.0061
0.382 1.0060
LOW 1.0057
0.618 1.0053
1.000 1.0050
1.618 1.0046
2.618 1.0039
4.250 1.0027
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 1.0061 1.0036
PP 1.0061 1.0011
S1 1.0061 0.9986

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.