CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 0.9970 1.0065 0.0095 1.0% 1.0028
High 1.0070 1.0110 0.0040 0.4% 1.0050
Low 0.9970 1.0060 0.0090 0.9% 0.9955
Close 1.0049 1.0088 0.0039 0.4% 0.9969
Range 0.0100 0.0050 -0.0050 -50.0% 0.0095
ATR 0.0071 0.0071 -0.0001 -1.0% 0.0000
Volume 380 507 127 33.4% 724
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0236 1.0212 1.0116
R3 1.0186 1.0162 1.0102
R2 1.0136 1.0136 1.0097
R1 1.0112 1.0112 1.0093 1.0124
PP 1.0086 1.0086 1.0086 1.0092
S1 1.0062 1.0062 1.0083 1.0074
S2 1.0036 1.0036 1.0079
S3 0.9986 1.0012 1.0074
S4 0.9936 0.9962 1.0061
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 1.0110 0.9918 0.0192 1.9% 0.0072 0.7% 89% True False 262
10 1.0110 0.9918 0.0192 1.9% 0.0064 0.6% 89% True False 332
20 1.0126 0.9918 0.0208 2.1% 0.0066 0.7% 82% False False 239
40 1.0126 0.9754 0.0372 3.7% 0.0064 0.6% 90% False False 189
60 1.0126 0.9677 0.0449 4.5% 0.0060 0.6% 92% False False 142
80 1.0126 0.9600 0.0526 5.2% 0.0056 0.6% 93% False False 118
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0241
1.618 1.0191
1.000 1.0160
0.618 1.0141
HIGH 1.0110
0.618 1.0091
0.500 1.0085
0.382 1.0079
LOW 1.0060
0.618 1.0029
1.000 1.0010
1.618 0.9979
2.618 0.9929
4.250 0.9848
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 1.0087 1.0063
PP 1.0086 1.0039
S1 1.0085 1.0014

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

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