CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.0109 1.0060 -0.0049 -0.5% 0.9952
High 1.0110 1.0079 -0.0031 -0.3% 1.0150
Low 1.0060 0.9995 -0.0065 -0.6% 0.9918
Close 1.0070 1.0012 -0.0058 -0.6% 1.0093
Range 0.0050 0.0084 0.0034 68.0% 0.0232
ATR 0.0071 0.0072 0.0001 1.3% 0.0000
Volume 530 136 -394 -74.3% 2,134
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0281 1.0230 1.0058
R3 1.0197 1.0146 1.0035
R2 1.0113 1.0113 1.0027
R1 1.0062 1.0062 1.0020 1.0046
PP 1.0029 1.0029 1.0029 1.0020
S1 0.9978 0.9978 1.0004 0.9962
S2 0.9945 0.9945 0.9997
S3 0.9861 0.9894 0.9989
S4 0.9777 0.9810 0.9966
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0750 1.0653 1.0221
R3 1.0518 1.0421 1.0157
R2 1.0286 1.0286 1.0136
R1 1.0189 1.0189 1.0114 1.0238
PP 1.0054 1.0054 1.0054 1.0078
S1 0.9957 0.9957 1.0072 1.0006
S2 0.9822 0.9822 1.0050
S3 0.9590 0.9725 1.0029
S4 0.9358 0.9493 0.9965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0150 0.9995 0.0155 1.5% 0.0069 0.7% 11% False True 440
10 1.0150 0.9918 0.0232 2.3% 0.0069 0.7% 41% False False 330
20 1.0150 0.9918 0.0232 2.3% 0.0066 0.7% 41% False False 297
40 1.0150 0.9754 0.0396 4.0% 0.0066 0.7% 65% False False 217
60 1.0150 0.9677 0.0473 4.7% 0.0062 0.6% 71% False False 165
80 1.0150 0.9600 0.0550 5.5% 0.0059 0.6% 75% False False 139
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0299
1.618 1.0215
1.000 1.0163
0.618 1.0131
HIGH 1.0079
0.618 1.0047
0.500 1.0037
0.382 1.0027
LOW 0.9995
0.618 0.9943
1.000 0.9911
1.618 0.9859
2.618 0.9775
4.250 0.9638
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1.0037 1.0073
PP 1.0029 1.0052
S1 1.0020 1.0032

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

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