CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 0.9810 0.9832 0.0022 0.2% 0.9900
High 0.9840 0.9890 0.0050 0.5% 0.9952
Low 0.9795 0.9800 0.0005 0.1% 0.9814
Close 0.9824 0.9876 0.0052 0.5% 0.9854
Range 0.0045 0.0090 0.0045 100.0% 0.0138
ATR 0.0066 0.0068 0.0002 2.6% 0.0000
Volume 265 31 -234 -88.3% 381
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0125 1.0091 0.9926
R3 1.0035 1.0001 0.9901
R2 0.9945 0.9945 0.9893
R1 0.9911 0.9911 0.9884 0.9928
PP 0.9855 0.9855 0.9855 0.9864
S1 0.9821 0.9821 0.9868 0.9838
S2 0.9765 0.9765 0.9860
S3 0.9675 0.9731 0.9851
S4 0.9585 0.9641 0.9827
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 0.9892 0.9754 0.0138 1.4% 0.0069 0.7% 88% False False 170
10 0.9952 0.9754 0.0198 2.0% 0.0061 0.6% 62% False False 140
20 0.9952 0.9677 0.0275 2.8% 0.0059 0.6% 72% False False 106
40 0.9961 0.9671 0.0290 2.9% 0.0054 0.5% 71% False False 78
60 0.9961 0.9600 0.0361 3.7% 0.0048 0.5% 76% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0126
1.618 1.0036
1.000 0.9980
0.618 0.9946
HIGH 0.9890
0.618 0.9856
0.500 0.9845
0.382 0.9834
LOW 0.9800
0.618 0.9744
1.000 0.9710
1.618 0.9654
2.618 0.9564
4.250 0.9418
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 0.9866 0.9858
PP 0.9855 0.9840
S1 0.9845 0.9822

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

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