CME Canadian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.0023 1.0000 -0.0023 -0.2% 1.0000
High 1.0023 1.0005 -0.0018 -0.2% 1.0075
Low 0.9980 0.9964 -0.0016 -0.2% 0.9970
Close 0.9988 1.0004 0.0016 0.2% 0.9988
Range 0.0043 0.0041 -0.0002 -4.7% 0.0105
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 243 51 -192 -79.0% 675
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0114 1.0100 1.0027
R3 1.0073 1.0059 1.0015
R2 1.0032 1.0032 1.0012
R1 1.0018 1.0018 1.0008 1.0025
PP 0.9991 0.9991 0.9991 0.9995
S1 0.9977 0.9977 1.0000 0.9984
S2 0.9950 0.9950 0.9996
S3 0.9909 0.9936 0.9993
S4 0.9868 0.9895 0.9981
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0326 1.0262 1.0046
R3 1.0221 1.0157 1.0017
R2 1.0116 1.0116 1.0007
R1 1.0052 1.0052 0.9998 1.0032
PP 1.0011 1.0011 1.0011 1.0001
S1 0.9947 0.9947 0.9978 0.9927
S2 0.9906 0.9906 0.9969
S3 0.9801 0.9842 0.9959
S4 0.9696 0.9737 0.9930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9964 0.0111 1.1% 0.0048 0.5% 36% False True 131
10 1.0075 0.9945 0.0130 1.3% 0.0051 0.5% 45% False False 110
20 1.0095 0.9930 0.0165 1.6% 0.0052 0.5% 45% False False 110
40 1.0110 0.9910 0.0200 2.0% 0.0044 0.4% 47% False False 92
60 1.0110 0.9710 0.0400 4.0% 0.0038 0.4% 74% False False 69
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0179
2.618 1.0112
1.618 1.0071
1.000 1.0046
0.618 1.0030
HIGH 1.0005
0.618 0.9989
0.500 0.9985
0.382 0.9980
LOW 0.9964
0.618 0.9939
1.000 0.9923
1.618 0.9898
2.618 0.9857
4.250 0.9790
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 0.9998 1.0010
PP 0.9991 1.0008
S1 0.9985 1.0006

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.