CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 0.9830 0.9934 0.0104 1.1% 0.9818
High 0.9900 0.9934 0.0034 0.3% 0.9871
Low 0.9825 0.9934 0.0109 1.1% 0.9791
Close 0.9898 0.9934 0.0036 0.4% 0.9812
Range 0.0075 0.0000 -0.0075 -100.0% 0.0080
ATR 0.0049 0.0048 -0.0001 -1.9% 0.0000
Volume 13 16 3 23.1% 74
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 0.9934 0.9934 0.9934
R3 0.9934 0.9934 0.9934
R2 0.9934 0.9934 0.9934
R1 0.9934 0.9934 0.9934 0.9934
PP 0.9934 0.9934 0.9934 0.9934
S1 0.9934 0.9934 0.9934 0.9934
S2 0.9934 0.9934 0.9934
S3 0.9934 0.9934 0.9934
S4 0.9934 0.9934 0.9934
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0065 1.0018 0.9856
R3 0.9985 0.9938 0.9834
R2 0.9905 0.9905 0.9827
R1 0.9858 0.9858 0.9819 0.9842
PP 0.9825 0.9825 0.9825 0.9816
S1 0.9778 0.9778 0.9805 0.9762
S2 0.9745 0.9745 0.9797
S3 0.9665 0.9698 0.9790
S4 0.9585 0.9618 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9934 0.9810 0.0124 1.2% 0.0023 0.2% 100% True False 20
10 0.9934 0.9710 0.0224 2.3% 0.0022 0.2% 100% True False 16
20 0.9934 0.9686 0.0248 2.5% 0.0026 0.3% 100% True False 18
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 0.0001
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9934
1.618 0.9934
1.000 0.9934
0.618 0.9934
HIGH 0.9934
0.618 0.9934
0.500 0.9934
0.382 0.9934
LOW 0.9934
0.618 0.9934
1.000 0.9934
1.618 0.9934
2.618 0.9934
4.250 0.9934
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 0.9934 0.9916
PP 0.9934 0.9898
S1 0.9934 0.9880

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.