CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 1.0033 1.0017 -0.0016 -0.2% 1.0109
High 1.0037 1.0082 0.0045 0.4% 1.0153
Low 0.9957 1.0002 0.0045 0.5% 0.9957
Close 1.0017 1.0042 0.0025 0.2% 1.0042
Range 0.0080 0.0080 0.0000 0.0% 0.0196
ATR 0.0081 0.0080 0.0000 0.0% 0.0000
Volume 96,245 65,758 -30,487 -31.7% 314,454
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0282 1.0242 1.0086
R3 1.0202 1.0162 1.0064
R2 1.0122 1.0122 1.0057
R1 1.0082 1.0082 1.0049 1.0102
PP 1.0042 1.0042 1.0042 1.0052
S1 1.0002 1.0002 1.0035 1.0022
S2 0.9962 0.9962 1.0027
S3 0.9882 0.9922 1.0020
S4 0.9802 0.9842 0.9998
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0639 1.0536 1.0150
R3 1.0443 1.0340 1.0096
R2 1.0247 1.0247 1.0078
R1 1.0144 1.0144 1.0060 1.0098
PP 1.0051 1.0051 1.0051 1.0027
S1 0.9948 0.9948 1.0024 0.9902
S2 0.9855 0.9855 1.0006
S3 0.9659 0.9752 0.9988
S4 0.9463 0.9556 0.9934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0153 0.9957 0.0196 2.0% 0.0086 0.9% 43% False False 79,276
10 1.0153 0.9957 0.0196 2.0% 0.0078 0.8% 43% False False 73,556
20 1.0153 0.9821 0.0332 3.3% 0.0078 0.8% 67% False False 62,383
40 1.0153 0.9701 0.0452 4.5% 0.0084 0.8% 75% False False 48,504
60 1.0153 0.9640 0.0513 5.1% 0.0085 0.8% 78% False False 32,496
80 1.0153 0.9605 0.0548 5.5% 0.0088 0.9% 80% False False 24,432
100 1.0153 0.9338 0.0815 8.1% 0.0086 0.9% 86% False False 19,574
120 1.0153 0.9338 0.0815 8.1% 0.0081 0.8% 86% False False 16,324
Crabel Price Patterns
NR False
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 0.0019
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0291
1.618 1.0211
1.000 1.0162
0.618 1.0131
HIGH 1.0082
0.618 1.0051
0.500 1.0042
0.382 1.0033
LOW 1.0002
0.618 0.9953
1.000 0.9922
1.618 0.9873
2.618 0.9793
4.250 0.9662
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.0042 1.0038
PP 1.0042 1.0033
S1 1.0042 1.0029

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

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