CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.0114 1.0102 -0.0012 -0.1% 1.0125
High 1.0150 1.0145 -0.0005 0.0% 1.0137
Low 1.0093 1.0091 -0.0002 0.0% 1.0006
Close 1.0101 1.0106 0.0005 0.0% 1.0121
Range 0.0057 0.0054 -0.0003 -5.3% 0.0131
ATR 0.0080 0.0078 -0.0002 -2.3% 0.0000
Volume 55,864 54,506 -1,358 -2.4% 350,628
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0276 1.0245 1.0136
R3 1.0222 1.0191 1.0121
R2 1.0168 1.0168 1.0116
R1 1.0137 1.0137 1.0111 1.0153
PP 1.0114 1.0114 1.0114 1.0122
S1 1.0083 1.0083 1.0101 1.0099
S2 1.0060 1.0060 1.0096
S3 1.0006 1.0029 1.0091
S4 0.9952 0.9975 1.0076
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0481 1.0432 1.0193
R3 1.0350 1.0301 1.0157
R2 1.0219 1.0219 1.0145
R1 1.0170 1.0170 1.0133 1.0129
PP 1.0088 1.0088 1.0088 1.0068
S1 1.0039 1.0039 1.0109 0.9998
S2 0.9957 0.9957 1.0097
S3 0.9826 0.9908 1.0085
S4 0.9695 0.9777 1.0049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0150 1.0006 0.0144 1.4% 0.0067 0.7% 69% False False 64,736
10 1.0163 1.0006 0.0157 1.6% 0.0075 0.7% 64% False False 69,209
20 1.0163 0.9932 0.0231 2.3% 0.0078 0.8% 75% False False 72,113
40 1.0163 0.9766 0.0397 3.9% 0.0078 0.8% 86% False False 65,374
60 1.0163 0.9701 0.0462 4.6% 0.0082 0.8% 88% False False 52,558
80 1.0163 0.9640 0.0523 5.2% 0.0083 0.8% 89% False False 39,517
100 1.0163 0.9605 0.0558 5.5% 0.0086 0.9% 90% False False 31,661
120 1.0163 0.9338 0.0825 8.2% 0.0084 0.8% 93% False False 26,405
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0375
2.618 1.0286
1.618 1.0232
1.000 1.0199
0.618 1.0178
HIGH 1.0145
0.618 1.0124
0.500 1.0118
0.382 1.0112
LOW 1.0091
0.618 1.0058
1.000 1.0037
1.618 1.0004
2.618 0.9950
4.250 0.9862
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.0118 1.0097
PP 1.0114 1.0088
S1 1.0110 1.0079

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

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