CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1.0021 1.0018 -0.0003 0.0% 1.0050
High 1.0061 1.0088 0.0027 0.3% 1.0097
Low 0.9991 0.9982 -0.0009 -0.1% 0.9950
Close 1.0024 1.0063 0.0039 0.4% 1.0063
Range 0.0070 0.0106 0.0036 51.4% 0.0147
ATR 0.0082 0.0084 0.0002 2.0% 0.0000
Volume 68,172 88,085 19,913 29.2% 353,721
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0362 1.0319 1.0121
R3 1.0256 1.0213 1.0092
R2 1.0150 1.0150 1.0082
R1 1.0107 1.0107 1.0073 1.0129
PP 1.0044 1.0044 1.0044 1.0055
S1 1.0001 1.0001 1.0053 1.0023
S2 0.9938 0.9938 1.0044
S3 0.9832 0.9895 1.0034
S4 0.9726 0.9789 1.0005
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0478 1.0417 1.0144
R3 1.0331 1.0270 1.0103
R2 1.0184 1.0184 1.0090
R1 1.0123 1.0123 1.0076 1.0154
PP 1.0037 1.0037 1.0037 1.0052
S1 0.9976 0.9976 1.0050 1.0007
S2 0.9890 0.9890 1.0036
S3 0.9743 0.9829 1.0023
S4 0.9596 0.9682 0.9982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9950 0.0147 1.5% 0.0089 0.9% 77% False False 70,744
10 1.0097 0.9875 0.0222 2.2% 0.0079 0.8% 85% False False 55,449
20 1.0097 0.9766 0.0331 3.3% 0.0078 0.8% 90% False False 58,346
40 1.0097 0.9701 0.0396 3.9% 0.0088 0.9% 91% False False 32,447
60 1.0097 0.9605 0.0492 4.9% 0.0090 0.9% 93% False False 21,751
80 1.0097 0.9600 0.0497 4.9% 0.0089 0.9% 93% False False 16,357
100 1.0097 0.9338 0.0759 7.5% 0.0085 0.8% 96% False False 13,108
120 1.0097 0.9338 0.0759 7.5% 0.0077 0.8% 96% False False 10,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0539
2.618 1.0366
1.618 1.0260
1.000 1.0194
0.618 1.0154
HIGH 1.0088
0.618 1.0048
0.500 1.0035
0.382 1.0022
LOW 0.9982
0.618 0.9916
1.000 0.9876
1.618 0.9810
2.618 0.9704
4.250 0.9532
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1.0054 1.0050
PP 1.0044 1.0038
S1 1.0035 1.0025

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

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