CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.0286 1.0318 0.0032 0.3% 1.0393
High 1.0368 1.0357 -0.0011 -0.1% 1.0398
Low 1.0286 1.0318 0.0032 0.3% 1.0286
Close 1.0340 1.0341 0.0001 0.0% 1.0341
Range 0.0082 0.0039 -0.0043 -52.4% 0.0112
ATR 0.0057 0.0056 -0.0001 -2.3% 0.0000
Volume 14 31 17 121.4% 171
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0456 1.0437 1.0362
R3 1.0417 1.0398 1.0352
R2 1.0378 1.0378 1.0348
R1 1.0359 1.0359 1.0345 1.0369
PP 1.0339 1.0339 1.0339 1.0343
S1 1.0320 1.0320 1.0337 1.0330
S2 1.0300 1.0300 1.0334
S3 1.0261 1.0281 1.0330
S4 1.0222 1.0242 1.0320
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0678 1.0621 1.0403
R3 1.0566 1.0509 1.0372
R2 1.0454 1.0454 1.0362
R1 1.0397 1.0397 1.0351 1.0370
PP 1.0342 1.0342 1.0342 1.0328
S1 1.0285 1.0285 1.0331 1.0258
S2 1.0230 1.0230 1.0320
S3 1.0118 1.0173 1.0310
S4 1.0006 1.0061 1.0279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0286 0.0112 1.1% 0.0049 0.5% 49% False False 34
10 1.0422 1.0254 0.0168 1.6% 0.0049 0.5% 52% False False 48
20 1.0422 1.0094 0.0328 3.2% 0.0042 0.4% 75% False False 47
40 1.0422 0.9973 0.0449 4.3% 0.0042 0.4% 82% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0523
2.618 1.0459
1.618 1.0420
1.000 1.0396
0.618 1.0381
HIGH 1.0357
0.618 1.0342
0.500 1.0338
0.382 1.0333
LOW 1.0318
0.618 1.0294
1.000 1.0279
1.618 1.0255
2.618 1.0216
4.250 1.0152
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.0340 1.0336
PP 1.0339 1.0332
S1 1.0338 1.0327

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.