CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 0.9784 0.9810 0.0026 0.3% 0.9900
High 0.9805 0.9840 0.0035 0.4% 0.9952
Low 0.9754 0.9795 0.0041 0.4% 0.9814
Close 0.9775 0.9824 0.0049 0.5% 0.9854
Range 0.0051 0.0045 -0.0006 -11.8% 0.0138
ATR 0.0066 0.0066 0.0000 -0.1% 0.0000
Volume 268 265 -3 -1.1% 381
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9955 0.9934 0.9849
R3 0.9910 0.9889 0.9836
R2 0.9865 0.9865 0.9832
R1 0.9844 0.9844 0.9828 0.9855
PP 0.9820 0.9820 0.9820 0.9825
S1 0.9799 0.9799 0.9820 0.9810
S2 0.9775 0.9775 0.9816
S3 0.9730 0.9754 0.9812
S4 0.9685 0.9709 0.9799
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 0.9923 0.9754 0.0169 1.7% 0.0058 0.6% 41% False False 181
10 0.9952 0.9754 0.0198 2.0% 0.0056 0.6% 35% False False 142
20 0.9952 0.9677 0.0275 2.8% 0.0057 0.6% 53% False False 106
40 0.9961 0.9624 0.0337 3.4% 0.0052 0.5% 59% False False 78
60 0.9961 0.9600 0.0361 3.7% 0.0047 0.5% 62% False False 62
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9958
1.618 0.9913
1.000 0.9885
0.618 0.9868
HIGH 0.9840
0.618 0.9823
0.500 0.9818
0.382 0.9812
LOW 0.9795
0.618 0.9767
1.000 0.9750
1.618 0.9722
2.618 0.9677
4.250 0.9604
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 0.9822 0.9815
PP 0.9820 0.9806
S1 0.9818 0.9798

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

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