CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 1.0059 1.0055 -0.0004 0.0% 1.0050
High 1.0075 1.0095 0.0020 0.2% 1.0097
Low 1.0002 1.0036 0.0034 0.3% 0.9950
Close 1.0052 1.0081 0.0029 0.3% 1.0063
Range 0.0073 0.0059 -0.0014 -19.2% 0.0147
ATR 0.0083 0.0082 -0.0002 -2.1% 0.0000
Volume 60,687 59,951 -736 -1.2% 353,721
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0248 1.0223 1.0113
R3 1.0189 1.0164 1.0097
R2 1.0130 1.0130 1.0092
R1 1.0105 1.0105 1.0086 1.0118
PP 1.0071 1.0071 1.0071 1.0077
S1 1.0046 1.0046 1.0076 1.0059
S2 1.0012 1.0012 1.0070
S3 0.9953 0.9987 1.0065
S4 0.9894 0.9928 1.0049
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 1.0095 0.9962 0.0133 1.3% 0.0080 0.8% 89% True False 69,876
10 1.0097 0.9930 0.0167 1.7% 0.0077 0.8% 90% False False 57,473
20 1.0097 0.9766 0.0331 3.3% 0.0079 0.8% 95% False False 58,537
40 1.0097 0.9701 0.0396 3.9% 0.0086 0.9% 96% False False 35,446
60 1.0097 0.9605 0.0492 4.9% 0.0089 0.9% 97% False False 23,754
80 1.0097 0.9600 0.0497 4.9% 0.0089 0.9% 97% False False 17,859
100 1.0097 0.9338 0.0759 7.5% 0.0085 0.8% 98% False False 14,314
120 1.0097 0.9338 0.0759 7.5% 0.0077 0.8% 98% False False 11,934
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 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0346
2.618 1.0249
1.618 1.0190
1.000 1.0154
0.618 1.0131
HIGH 1.0095
0.618 1.0072
0.500 1.0066
0.382 1.0059
LOW 1.0036
0.618 1.0000
1.000 0.9977
1.618 0.9941
2.618 0.9882
4.250 0.9785
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 1.0076 1.0067
PP 1.0071 1.0053
S1 1.0066 1.0039

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

View Archives - Comment on this page... - Back to Index of Symbols