CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 0.9900 0.9898 -0.0002 0.0% 0.9875
High 0.9925 0.9925 0.0000 0.0% 0.9930
Low 0.9875 0.9850 -0.0025 -0.3% 0.9820
Close 0.9884 0.9906 0.0022 0.2% 0.9872
Range 0.0050 0.0075 0.0025 50.0% 0.0110
ATR 0.0064 0.0064 0.0001 1.3% 0.0000
Volume 64 123 59 92.2% 584
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0119 1.0087 0.9947
R3 1.0044 1.0012 0.9927
R2 0.9969 0.9969 0.9920
R1 0.9937 0.9937 0.9913 0.9953
PP 0.9894 0.9894 0.9894 0.9902
S1 0.9862 0.9862 0.9899 0.9878
S2 0.9819 0.9819 0.9892
S3 0.9744 0.9787 0.9885
S4 0.9669 0.9712 0.9865
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0204 1.0148 0.9933
R3 1.0094 1.0038 0.9902
R2 0.9984 0.9984 0.9892
R1 0.9928 0.9928 0.9882 0.9901
PP 0.9874 0.9874 0.9874 0.9861
S1 0.9818 0.9818 0.9862 0.9791
S2 0.9764 0.9764 0.9852
S3 0.9654 0.9708 0.9842
S4 0.9544 0.9598 0.9812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9925 0.9820 0.0105 1.1% 0.0050 0.5% 82% True False 135
10 0.9945 0.9750 0.0195 2.0% 0.0054 0.5% 80% False False 110
20 0.9945 0.9677 0.0268 2.7% 0.0056 0.6% 85% False False 70
40 0.9961 0.9600 0.0361 3.6% 0.0052 0.5% 85% False False 65
60 0.9961 0.9600 0.0361 3.6% 0.0042 0.4% 85% False False 49
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0244
2.618 1.0121
1.618 1.0046
1.000 1.0000
0.618 0.9971
HIGH 0.9925
0.618 0.9896
0.500 0.9888
0.382 0.9879
LOW 0.9850
0.618 0.9804
1.000 0.9775
1.618 0.9729
2.618 0.9654
4.250 0.9531
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 0.9900 0.9900
PP 0.9894 0.9894
S1 0.9888 0.9888

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

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