CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 0.9810 0.9796 -0.0014 -0.1% 0.9861
High 0.9852 0.9796 -0.0056 -0.6% 0.9916
Low 0.9763 0.9717 -0.0046 -0.5% 0.9714
Close 0.9792 0.9742 -0.0050 -0.5% 0.9796
Range 0.0089 0.0079 -0.0010 -11.2% 0.0202
ATR 0.0093 0.0092 -0.0001 -1.0% 0.0000
Volume 218 1,720 1,502 689.0% 2,579
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9989 0.9944 0.9785
R3 0.9910 0.9865 0.9764
R2 0.9831 0.9831 0.9756
R1 0.9786 0.9786 0.9749 0.9769
PP 0.9752 0.9752 0.9752 0.9743
S1 0.9707 0.9707 0.9735 0.9690
S2 0.9673 0.9673 0.9728
S3 0.9594 0.9628 0.9720
S4 0.9515 0.9549 0.9699
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0415 1.0307 0.9907
R3 1.0213 1.0105 0.9852
R2 1.0011 1.0011 0.9833
R1 0.9903 0.9903 0.9815 0.9856
PP 0.9809 0.9809 0.9809 0.9785
S1 0.9701 0.9701 0.9777 0.9654
S2 0.9607 0.9607 0.9759
S3 0.9405 0.9499 0.9740
S4 0.9203 0.9297 0.9685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9852 0.9714 0.0138 1.4% 0.0076 0.8% 20% False False 782
10 0.9986 0.9714 0.0272 2.8% 0.0091 0.9% 10% False False 552
20 0.9991 0.9640 0.0351 3.6% 0.0086 0.9% 29% False False 481
40 0.9991 0.9605 0.0386 4.0% 0.0092 0.9% 35% False False 361
60 0.9991 0.9338 0.0653 6.7% 0.0086 0.9% 62% False False 288
80 0.9991 0.9338 0.0653 6.7% 0.0079 0.8% 62% False False 234
100 0.9991 0.9338 0.0653 6.7% 0.0071 0.7% 62% False False 191
120 0.9991 0.9338 0.0653 6.7% 0.0061 0.6% 62% False False 161
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0003
1.618 0.9924
1.000 0.9875
0.618 0.9845
HIGH 0.9796
0.618 0.9766
0.500 0.9757
0.382 0.9747
LOW 0.9717
0.618 0.9668
1.000 0.9638
1.618 0.9589
2.618 0.9510
4.250 0.9381
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 0.9757 0.9785
PP 0.9752 0.9770
S1 0.9747 0.9756

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

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