CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 0.9880 0.9900 0.0020 0.2% 0.9875
High 0.9952 0.9923 -0.0029 -0.3% 0.9930
Low 0.9870 0.9890 0.0020 0.2% 0.9820
Close 0.9919 0.9902 -0.0017 -0.2% 0.9872
Range 0.0082 0.0033 -0.0049 -59.8% 0.0110
ATR 0.0066 0.0063 -0.0002 -3.6% 0.0000
Volume 20 84 64 320.0% 584
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0004 0.9986 0.9920
R3 0.9971 0.9953 0.9911
R2 0.9938 0.9938 0.9908
R1 0.9920 0.9920 0.9905 0.9929
PP 0.9905 0.9905 0.9905 0.9910
S1 0.9887 0.9887 0.9899 0.9896
S2 0.9872 0.9872 0.9896
S3 0.9839 0.9854 0.9893
S4 0.9806 0.9821 0.9884
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 0.9952 0.9850 0.0102 1.0% 0.0052 0.5% 51% False False 111
10 0.9952 0.9820 0.0132 1.3% 0.0053 0.5% 62% False False 90
20 0.9952 0.9677 0.0275 2.8% 0.0052 0.5% 82% False False 74
40 0.9961 0.9624 0.0337 3.4% 0.0051 0.5% 82% False False 59
60 0.9961 0.9600 0.0361 3.6% 0.0044 0.4% 84% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 1.0009
1.618 0.9976
1.000 0.9956
0.618 0.9943
HIGH 0.9923
0.618 0.9910
0.500 0.9907
0.382 0.9903
LOW 0.9890
0.618 0.9870
1.000 0.9857
1.618 0.9837
2.618 0.9804
4.250 0.9750
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 0.9907 0.9902
PP 0.9905 0.9901
S1 0.9904 0.9901

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

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