CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.0155 1.0187 0.0032 0.3% 1.0231
High 1.0170 1.0187 0.0017 0.2% 1.0380
Low 1.0139 1.0187 0.0048 0.5% 1.0200
Close 1.0188 1.0193 0.0005 0.0% 1.0232
Range 0.0031 0.0000 -0.0031 -100.0% 0.0180
ATR
Volume 6 14 8 133.3% 160
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.0189 1.0191 1.0193
R3 1.0189 1.0191 1.0193
R2 1.0189 1.0189 1.0193
R1 1.0191 1.0191 1.0193 1.0190
PP 1.0189 1.0189 1.0189 1.0189
S1 1.0191 1.0191 1.0193 1.0190
S2 1.0189 1.0189 1.0193
S3 1.0189 1.0191 1.0193
S4 1.0189 1.0191 1.0193
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.0811 1.0701 1.0331
R3 1.0631 1.0521 1.0282
R2 1.0451 1.0451 1.0265
R1 1.0341 1.0341 1.0249 1.0396
PP 1.0271 1.0271 1.0271 1.0298
S1 1.0161 1.0161 1.0216 1.0216
S2 1.0091 1.0091 1.0199
S3 0.9911 0.9981 1.0183
S4 0.9731 0.9801 1.0133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0302 1.0139 0.0163 1.6% 0.0039 0.4% 33% False False 18
10 1.0380 1.0139 0.0241 2.4% 0.0049 0.5% 22% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0187
2.618 1.0187
1.618 1.0187
1.000 1.0187
0.618 1.0187
HIGH 1.0187
0.618 1.0187
0.500 1.0187
0.382 1.0187
LOW 1.0187
0.618 1.0187
1.000 1.0187
1.618 1.0187
2.618 1.0187
4.250 1.0187
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.0191 1.0186
PP 1.0189 1.0179
S1 1.0187 1.0173

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.