CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 0.9796 0.9770 -0.0026 -0.3% 0.9861
High 0.9796 0.9886 0.0090 0.9% 0.9916
Low 0.9717 0.9760 0.0043 0.4% 0.9714
Close 0.9742 0.9858 0.0116 1.2% 0.9796
Range 0.0079 0.0126 0.0047 59.5% 0.0202
ATR 0.0092 0.0095 0.0004 4.1% 0.0000
Volume 1,720 625 -1,095 -63.7% 2,579
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0213 1.0161 0.9927
R3 1.0087 1.0035 0.9893
R2 0.9961 0.9961 0.9881
R1 0.9909 0.9909 0.9870 0.9935
PP 0.9835 0.9835 0.9835 0.9848
S1 0.9783 0.9783 0.9846 0.9809
S2 0.9709 0.9709 0.9835
S3 0.9583 0.9657 0.9823
S4 0.9457 0.9531 0.9789
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 0.9886 0.9717 0.0169 1.7% 0.0085 0.9% 83% True False 676
10 0.9986 0.9714 0.0272 2.8% 0.0094 1.0% 53% False False 582
20 0.9991 0.9700 0.0291 3.0% 0.0087 0.9% 54% False False 503
40 0.9991 0.9605 0.0386 3.9% 0.0093 0.9% 66% False False 374
60 0.9991 0.9356 0.0635 6.4% 0.0088 0.9% 79% False False 297
80 0.9991 0.9338 0.0653 6.6% 0.0080 0.8% 80% False False 241
100 0.9991 0.9338 0.0653 6.6% 0.0072 0.7% 80% False False 197
120 0.9991 0.9338 0.0653 6.6% 0.0062 0.6% 80% False False 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0216
1.618 1.0090
1.000 1.0012
0.618 0.9964
HIGH 0.9886
0.618 0.9838
0.500 0.9823
0.382 0.9808
LOW 0.9760
0.618 0.9682
1.000 0.9634
1.618 0.9556
2.618 0.9430
4.250 0.9225
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 0.9846 0.9839
PP 0.9835 0.9820
S1 0.9823 0.9802

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

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