CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 1.0148 1.0143 -0.0005 0.0% 1.0114
High 1.0181 1.0177 -0.0004 0.0% 1.0182
Low 1.0122 1.0075 -0.0047 -0.5% 1.0091
Close 1.0130 1.0088 -0.0042 -0.4% 1.0130
Range 0.0059 0.0102 0.0043 72.9% 0.0091
ATR 0.0073 0.0075 0.0002 2.8% 0.0000
Volume 72,208 0 -72,208 -100.0% 302,041
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0419 1.0356 1.0144
R3 1.0317 1.0254 1.0116
R2 1.0215 1.0215 1.0107
R1 1.0152 1.0152 1.0097 1.0133
PP 1.0113 1.0113 1.0113 1.0104
S1 1.0050 1.0050 1.0079 1.0031
S2 1.0011 1.0011 1.0069
S3 0.9909 0.9948 1.0060
S4 0.9807 0.9846 1.0032
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0407 1.0360 1.0180
R3 1.0316 1.0269 1.0155
R2 1.0225 1.0225 1.0147
R1 1.0178 1.0178 1.0138 1.0202
PP 1.0134 1.0134 1.0134 1.0146
S1 1.0087 1.0087 1.0122 1.0111
S2 1.0043 1.0043 1.0113
S3 0.9952 0.9996 1.0105
S4 0.9861 0.9905 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0182 1.0075 0.0107 1.1% 0.0063 0.6% 12% False True 49,235
10 1.0182 1.0006 0.0176 1.7% 0.0071 0.7% 47% False False 59,735
20 1.0182 0.9932 0.0250 2.5% 0.0076 0.8% 62% False False 67,789
40 1.0182 0.9875 0.0307 3.0% 0.0076 0.8% 69% False False 65,117
60 1.0182 0.9701 0.0481 4.8% 0.0081 0.8% 80% False False 55,704
80 1.0182 0.9700 0.0482 4.8% 0.0082 0.8% 80% False False 41,903
100 1.0182 0.9605 0.0577 5.7% 0.0085 0.8% 84% False False 33,572
120 1.0182 0.9356 0.0826 8.2% 0.0084 0.8% 89% False False 28,001
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 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0444
1.618 1.0342
1.000 1.0279
0.618 1.0240
HIGH 1.0177
0.618 1.0138
0.500 1.0126
0.382 1.0114
LOW 1.0075
0.618 1.0012
1.000 0.9973
1.618 0.9910
2.618 0.9808
4.250 0.9642
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 1.0126 1.0129
PP 1.0113 1.0115
S1 1.0101 1.0102

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

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