CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 0.9760 0.9747 -0.0013 -0.1% 0.9960
High 0.9795 0.9817 0.0022 0.2% 0.9991
Low 0.9714 0.9747 0.0033 0.3% 0.9830
Close 0.9743 0.9764 0.0021 0.2% 0.9873
Range 0.0081 0.0070 -0.0011 -13.6% 0.0161
ATR 0.0097 0.0095 -0.0002 -1.7% 0.0000
Volume 1,154 480 -674 -58.4% 1,878
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9986 0.9945 0.9803
R3 0.9916 0.9875 0.9783
R2 0.9846 0.9846 0.9777
R1 0.9805 0.9805 0.9770 0.9826
PP 0.9776 0.9776 0.9776 0.9786
S1 0.9735 0.9735 0.9758 0.9756
S2 0.9706 0.9706 0.9751
S3 0.9636 0.9665 0.9745
S4 0.9566 0.9595 0.9726
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0381 1.0288 0.9962
R3 1.0220 1.0127 0.9917
R2 1.0059 1.0059 0.9903
R1 0.9966 0.9966 0.9888 0.9932
PP 0.9898 0.9898 0.9898 0.9881
S1 0.9805 0.9805 0.9858 0.9771
S2 0.9737 0.9737 0.9843
S3 0.9576 0.9644 0.9829
S4 0.9415 0.9483 0.9784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9940 0.9714 0.0226 2.3% 0.0100 1.0% 22% False False 504
10 0.9991 0.9714 0.0277 2.8% 0.0092 0.9% 18% False False 478
20 0.9991 0.9640 0.0351 3.6% 0.0086 0.9% 35% False False 395
40 0.9991 0.9605 0.0386 4.0% 0.0092 0.9% 41% False False 315
60 0.9991 0.9338 0.0653 6.7% 0.0086 0.9% 65% False False 253
80 0.9991 0.9338 0.0653 6.7% 0.0077 0.8% 65% False False 206
100 0.9991 0.9338 0.0653 6.7% 0.0069 0.7% 65% False False 169
120 0.9991 0.9338 0.0653 6.7% 0.0061 0.6% 65% False False 143
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 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 1.0000
1.618 0.9930
1.000 0.9887
0.618 0.9860
HIGH 0.9817
0.618 0.9790
0.500 0.9782
0.382 0.9774
LOW 0.9747
0.618 0.9704
1.000 0.9677
1.618 0.9634
2.618 0.9564
4.250 0.9450
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 0.9782 0.9801
PP 0.9776 0.9789
S1 0.9770 0.9776

These figures are updated between 7pm and 10pm EST after a trading day.

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