CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 1.0026 0.9980 -0.0046 -0.5% 0.9862
High 1.0026 1.0027 0.0001 0.0% 1.0034
Low 0.9930 0.9940 0.0010 0.1% 0.9857
Close 0.9964 0.9999 0.0035 0.4% 1.0018
Range 0.0096 0.0087 -0.0009 -9.4% 0.0177
ATR 0.0067 0.0069 0.0001 2.1% 0.0000
Volume 266 202 -64 -24.1% 565
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0250 1.0211 1.0047
R3 1.0163 1.0124 1.0023
R2 1.0076 1.0076 1.0015
R1 1.0037 1.0037 1.0007 1.0057
PP 0.9989 0.9989 0.9989 0.9998
S1 0.9950 0.9950 0.9991 0.9970
S2 0.9902 0.9902 0.9983
S3 0.9815 0.9863 0.9975
S4 0.9728 0.9776 0.9951
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0501 1.0436 1.0115
R3 1.0324 1.0259 1.0067
R2 1.0147 1.0147 1.0050
R1 1.0082 1.0082 1.0034 1.0115
PP 0.9970 0.9970 0.9970 0.9986
S1 0.9905 0.9905 1.0002 0.9938
S2 0.9793 0.9793 0.9986
S3 0.9616 0.9728 0.9969
S4 0.9439 0.9551 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 0.9930 0.0141 1.4% 0.0064 0.6% 49% False False 172
10 1.0071 0.9795 0.0276 2.8% 0.0065 0.6% 74% False False 156
20 1.0071 0.9754 0.0317 3.2% 0.0061 0.6% 77% False False 144
40 1.0071 0.9677 0.0394 3.9% 0.0059 0.6% 82% False False 94
60 1.0071 0.9600 0.0471 4.7% 0.0054 0.5% 85% False False 81
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0397
2.618 1.0255
1.618 1.0168
1.000 1.0114
0.618 1.0081
HIGH 1.0027
0.618 0.9994
0.500 0.9984
0.382 0.9973
LOW 0.9940
0.618 0.9886
1.000 0.9853
1.618 0.9799
2.618 0.9712
4.250 0.9570
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 0.9994 1.0001
PP 0.9989 1.0000
S1 0.9984 1.0000

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

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