CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.0280 1.0281 0.0001 0.0% 1.0221
High 1.0309 1.0308 -0.0001 0.0% 1.0324
Low 1.0262 1.0261 -0.0001 0.0% 1.0213
Close 1.0282 1.0278 -0.0004 0.0% 1.0282
Range 0.0047 0.0047 0.0000 0.0% 0.0111
ATR 0.0073 0.0071 -0.0002 -2.5% 0.0000
Volume 96,362 76,324 -20,038 -20.8% 395,854
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0423 1.0398 1.0304
R3 1.0376 1.0351 1.0291
R2 1.0329 1.0329 1.0287
R1 1.0304 1.0304 1.0282 1.0293
PP 1.0282 1.0282 1.0282 1.0277
S1 1.0257 1.0257 1.0274 1.0246
S2 1.0235 1.0235 1.0269
S3 1.0188 1.0210 1.0265
S4 1.0141 1.0163 1.0252
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0606 1.0555 1.0343
R3 1.0495 1.0444 1.0313
R2 1.0384 1.0384 1.0302
R1 1.0333 1.0333 1.0292 1.0359
PP 1.0273 1.0273 1.0273 1.0286
S1 1.0222 1.0222 1.0272 1.0248
S2 1.0162 1.0162 1.0262
S3 1.0051 1.0111 1.0251
S4 0.9940 1.0000 1.0221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0324 1.0226 0.0098 1.0% 0.0057 0.6% 53% False False 78,539
10 1.0324 1.0036 0.0288 2.8% 0.0073 0.7% 84% False False 73,938
20 1.0324 1.0006 0.0318 3.1% 0.0070 0.7% 86% False False 69,602
40 1.0324 0.9932 0.0392 3.8% 0.0075 0.7% 88% False False 71,941
60 1.0324 0.9766 0.0558 5.4% 0.0075 0.7% 92% False False 66,762
80 1.0324 0.9701 0.0623 6.1% 0.0081 0.8% 93% False False 51,097
100 1.0324 0.9605 0.0719 7.0% 0.0084 0.8% 94% False False 40,948
120 1.0324 0.9600 0.0724 7.0% 0.0084 0.8% 94% False False 34,152
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0431
1.618 1.0384
1.000 1.0355
0.618 1.0337
HIGH 1.0308
0.618 1.0290
0.500 1.0285
0.382 1.0279
LOW 1.0261
0.618 1.0232
1.000 1.0214
1.618 1.0185
2.618 1.0138
4.250 1.0061
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.0285 1.0280
PP 1.0282 1.0279
S1 1.0280 1.0279

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

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