CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 0.9862 0.9910 0.0048 0.5% 0.9841
High 0.9900 0.9981 0.0081 0.8% 0.9890
Low 0.9857 0.9900 0.0043 0.4% 0.9754
Close 0.9889 0.9962 0.0073 0.7% 0.9876
Range 0.0043 0.0081 0.0038 88.4% 0.0136
ATR 0.0066 0.0068 0.0002 2.8% 0.0000
Volume 90 165 75 83.3% 763
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0191 1.0157 1.0007
R3 1.0110 1.0076 0.9984
R2 1.0029 1.0029 0.9977
R1 0.9995 0.9995 0.9969 1.0012
PP 0.9948 0.9948 0.9948 0.9956
S1 0.9914 0.9914 0.9955 0.9931
S2 0.9867 0.9867 0.9947
S3 0.9786 0.9833 0.9940
S4 0.9705 0.9752 0.9917
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0198 0.9951
R3 1.0112 1.0062 0.9913
R2 0.9976 0.9976 0.9901
R1 0.9926 0.9926 0.9888 0.9951
PP 0.9840 0.9840 0.9840 0.9853
S1 0.9790 0.9790 0.9864 0.9815
S2 0.9704 0.9704 0.9851
S3 0.9568 0.9654 0.9839
S4 0.9432 0.9518 0.9801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9981 0.9754 0.0227 2.3% 0.0062 0.6% 92% True False 163
10 0.9981 0.9754 0.0227 2.3% 0.0066 0.7% 92% True False 133
20 0.9981 0.9677 0.0304 3.1% 0.0059 0.6% 94% True False 117
40 0.9981 0.9677 0.0304 3.1% 0.0053 0.5% 94% True False 82
60 0.9981 0.9600 0.0381 3.8% 0.0050 0.5% 95% True False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0325
2.618 1.0193
1.618 1.0112
1.000 1.0062
0.618 1.0031
HIGH 0.9981
0.618 0.9950
0.500 0.9941
0.382 0.9931
LOW 0.9900
0.618 0.9850
1.000 0.9819
1.618 0.9769
2.618 0.9688
4.250 0.9556
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 0.9955 0.9938
PP 0.9948 0.9914
S1 0.9941 0.9891

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

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