CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 0.9998 1.0010 0.0012 0.1% 1.0076
High 1.0006 1.0056 0.0050 0.5% 1.0126
Low 0.9939 1.0008 0.0069 0.7% 0.9939
Close 0.9995 1.0020 0.0025 0.3% 1.0020
Range 0.0067 0.0048 -0.0019 -28.4% 0.0187
ATR 0.0069 0.0069 -0.0001 -0.8% 0.0000
Volume 330 1,166 836 253.3% 1,840
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0172 1.0144 1.0046
R3 1.0124 1.0096 1.0033
R2 1.0076 1.0076 1.0029
R1 1.0048 1.0048 1.0024 1.0062
PP 1.0028 1.0028 1.0028 1.0035
S1 1.0000 1.0000 1.0016 1.0014
S2 0.9980 0.9980 1.0011
S3 0.9932 0.9952 1.0007
S4 0.9884 0.9904 0.9994
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0589 1.0492 1.0123
R3 1.0402 1.0305 1.0071
R2 1.0215 1.0215 1.0054
R1 1.0118 1.0118 1.0037 1.0073
PP 1.0028 1.0028 1.0028 1.0006
S1 0.9931 0.9931 1.0003 0.9886
S2 0.9841 0.9841 0.9986
S3 0.9654 0.9744 0.9969
S4 0.9467 0.9557 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0126 0.9939 0.0187 1.9% 0.0074 0.7% 43% False False 429
10 1.0126 0.9939 0.0187 1.9% 0.0064 0.6% 43% False False 266
20 1.0126 0.9800 0.0326 3.3% 0.0066 0.7% 67% False False 203
40 1.0126 0.9677 0.0449 4.5% 0.0061 0.6% 76% False False 154
60 1.0126 0.9624 0.0502 5.0% 0.0057 0.6% 79% False False 119
80 1.0126 0.9600 0.0526 5.2% 0.0052 0.5% 80% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0260
2.618 1.0182
1.618 1.0134
1.000 1.0104
0.618 1.0086
HIGH 1.0056
0.618 1.0038
0.500 1.0032
0.382 1.0026
LOW 1.0008
0.618 0.9978
1.000 0.9960
1.618 0.9930
2.618 0.9882
4.250 0.9804
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.0032 1.0015
PP 1.0028 1.0010
S1 1.0024 1.0006

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

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