CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.0030 0.9952 -0.0078 -0.8% 1.0028
High 1.0030 1.0007 -0.0023 -0.2% 1.0050
Low 0.9955 0.9918 -0.0037 -0.4% 0.9955
Close 0.9969 0.9958 -0.0011 -0.1% 0.9969
Range 0.0075 0.0089 0.0014 18.7% 0.0095
ATR 0.0067 0.0068 0.0002 2.4% 0.0000
Volume 121 219 98 81.0% 724
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0228 1.0182 1.0007
R3 1.0139 1.0093 0.9982
R2 1.0050 1.0050 0.9974
R1 1.0004 1.0004 0.9966 1.0027
PP 0.9961 0.9961 0.9961 0.9973
S1 0.9915 0.9915 0.9950 0.9938
S2 0.9872 0.9872 0.9942
S3 0.9783 0.9826 0.9934
S4 0.9694 0.9737 0.9909
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0276 1.0218 1.0021
R3 1.0181 1.0123 0.9995
R2 1.0086 1.0086 0.9986
R1 1.0028 1.0028 0.9978 1.0010
PP 0.9991 0.9991 0.9991 0.9982
S1 0.9933 0.9933 0.9960 0.9915
S2 0.9896 0.9896 0.9952
S3 0.9801 0.9838 0.9943
S4 0.9706 0.9743 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0050 0.9918 0.0132 1.3% 0.0065 0.7% 30% False True 155
10 1.0126 0.9918 0.0208 2.1% 0.0066 0.7% 19% False True 278
20 1.0126 0.9918 0.0208 2.1% 0.0066 0.7% 19% False True 220
40 1.0126 0.9754 0.0372 3.7% 0.0062 0.6% 55% False False 168
60 1.0126 0.9677 0.0449 4.5% 0.0059 0.6% 63% False False 131
80 1.0126 0.9600 0.0526 5.3% 0.0055 0.5% 68% False False 108
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0385
2.618 1.0240
1.618 1.0151
1.000 1.0096
0.618 1.0062
HIGH 1.0007
0.618 0.9973
0.500 0.9963
0.382 0.9952
LOW 0.9918
0.618 0.9863
1.000 0.9829
1.618 0.9774
2.618 0.9685
4.250 0.9540
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 0.9963 0.9981
PP 0.9961 0.9973
S1 0.9960 0.9966

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

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