CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 1.0097 1.0109 0.0012 0.1% 1.0059
High 1.0103 1.0153 0.0050 0.5% 1.0140
Low 1.0011 1.0054 0.0043 0.4% 1.0002
Close 1.0094 1.0065 -0.0029 -0.3% 1.0094
Range 0.0092 0.0099 0.0007 7.6% 0.0138
ATR 0.0079 0.0081 0.0001 1.8% 0.0000
Volume 81,928 83,226 1,298 1.6% 333,029
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0388 1.0325 1.0119
R3 1.0289 1.0226 1.0092
R2 1.0190 1.0190 1.0083
R1 1.0127 1.0127 1.0074 1.0109
PP 1.0091 1.0091 1.0091 1.0082
S1 1.0028 1.0028 1.0056 1.0010
S2 0.9992 0.9992 1.0047
S3 0.9893 0.9929 1.0038
S4 0.9794 0.9830 1.0011
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0493 1.0431 1.0170
R3 1.0355 1.0293 1.0132
R2 1.0217 1.0217 1.0119
R1 1.0155 1.0155 1.0107 1.0186
PP 1.0079 1.0079 1.0079 1.0094
S1 1.0017 1.0017 1.0081 1.0048
S2 0.9941 0.9941 1.0069
S3 0.9803 0.9879 1.0056
S4 0.9665 0.9741 1.0018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0153 1.0011 0.0142 1.4% 0.0073 0.7% 38% True False 71,113
10 1.0153 0.9950 0.0203 2.0% 0.0082 0.8% 57% True False 72,223
20 1.0153 0.9766 0.0387 3.8% 0.0078 0.8% 77% True False 58,636
40 1.0153 0.9701 0.0452 4.5% 0.0084 0.8% 81% True False 42,780
60 1.0153 0.9640 0.0513 5.1% 0.0085 0.8% 83% True False 28,652
80 1.0153 0.9605 0.0548 5.4% 0.0088 0.9% 84% True False 21,548
100 1.0153 0.9338 0.0815 8.1% 0.0085 0.8% 89% True False 17,264
120 1.0153 0.9338 0.0815 8.1% 0.0079 0.8% 89% True False 14,397
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 0.0023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0574
2.618 1.0412
1.618 1.0313
1.000 1.0252
0.618 1.0214
HIGH 1.0153
0.618 1.0115
0.500 1.0104
0.382 1.0092
LOW 1.0054
0.618 0.9993
1.000 0.9955
1.618 0.9894
2.618 0.9795
4.250 0.9633
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 1.0104 1.0082
PP 1.0091 1.0076
S1 1.0078 1.0071

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

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