CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 0.9841 0.9784 -0.0057 -0.6% 0.9900
High 0.9841 0.9805 -0.0036 -0.4% 0.9952
Low 0.9760 0.9754 -0.0006 -0.1% 0.9814
Close 0.9785 0.9775 -0.0010 -0.1% 0.9854
Range 0.0081 0.0051 -0.0030 -37.0% 0.0138
ATR 0.0067 0.0066 -0.0001 -1.7% 0.0000
Volume 199 268 69 34.7% 381
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9931 0.9904 0.9803
R3 0.9880 0.9853 0.9789
R2 0.9829 0.9829 0.9784
R1 0.9802 0.9802 0.9780 0.9790
PP 0.9778 0.9778 0.9778 0.9772
S1 0.9751 0.9751 0.9770 0.9739
S2 0.9727 0.9727 0.9766
S3 0.9676 0.9700 0.9761
S4 0.9625 0.9649 0.9747
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0287 1.0209 0.9930
R3 1.0149 1.0071 0.9892
R2 1.0011 1.0011 0.9879
R1 0.9933 0.9933 0.9867 0.9903
PP 0.9873 0.9873 0.9873 0.9859
S1 0.9795 0.9795 0.9841 0.9765
S2 0.9735 0.9735 0.9829
S3 0.9597 0.9657 0.9816
S4 0.9459 0.9519 0.9778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9952 0.9754 0.0198 2.0% 0.0065 0.7% 11% False True 132
10 0.9952 0.9754 0.0198 2.0% 0.0057 0.6% 11% False True 133
20 0.9952 0.9677 0.0275 2.8% 0.0057 0.6% 36% False False 97
40 0.9961 0.9624 0.0337 3.4% 0.0053 0.5% 45% False False 71
60 0.9961 0.9600 0.0361 3.7% 0.0047 0.5% 48% False False 58
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9939
1.618 0.9888
1.000 0.9856
0.618 0.9837
HIGH 0.9805
0.618 0.9786
0.500 0.9780
0.382 0.9773
LOW 0.9754
0.618 0.9722
1.000 0.9703
1.618 0.9671
2.618 0.9620
4.250 0.9537
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 0.9780 0.9823
PP 0.9778 0.9807
S1 0.9777 0.9791

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

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