CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 1.0130 1.0126 -0.0004 0.0% 1.0100
High 1.0160 1.0154 -0.0006 -0.1% 1.0160
Low 1.0103 1.0059 -0.0044 -0.4% 1.0071
Close 1.0109 1.0072 -0.0037 -0.4% 1.0109
Range 0.0057 0.0095 0.0038 66.7% 0.0089
ATR 0.0064 0.0066 0.0002 3.4% 0.0000
Volume 435 541 106 24.4% 1,646
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0380 1.0321 1.0124
R3 1.0285 1.0226 1.0098
R2 1.0190 1.0190 1.0089
R1 1.0131 1.0131 1.0081 1.0113
PP 1.0095 1.0095 1.0095 1.0086
S1 1.0036 1.0036 1.0063 1.0018
S2 1.0000 1.0000 1.0055
S3 0.9905 0.9941 1.0046
S4 0.9810 0.9846 1.0020
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0380 1.0334 1.0158
R3 1.0291 1.0245 1.0133
R2 1.0202 1.0202 1.0125
R1 1.0156 1.0156 1.0117 1.0179
PP 1.0113 1.0113 1.0113 1.0125
S1 1.0067 1.0067 1.0101 1.0090
S2 1.0024 1.0024 1.0093
S3 0.9935 0.9978 1.0085
S4 0.9846 0.9889 1.0060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0160 1.0059 0.0101 1.0% 0.0057 0.6% 13% False True 376
10 1.0160 0.9987 0.0173 1.7% 0.0061 0.6% 49% False False 340
20 1.0160 0.9918 0.0242 2.4% 0.0065 0.6% 64% False False 331
40 1.0160 0.9857 0.0303 3.0% 0.0064 0.6% 71% False False 270
60 1.0160 0.9677 0.0483 4.8% 0.0063 0.6% 82% False False 215
80 1.0160 0.9671 0.0489 4.9% 0.0059 0.6% 82% False False 174
100 1.0160 0.9600 0.0560 5.6% 0.0055 0.5% 84% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0558
2.618 1.0403
1.618 1.0308
1.000 1.0249
0.618 1.0213
HIGH 1.0154
0.618 1.0118
0.500 1.0107
0.382 1.0095
LOW 1.0059
0.618 1.0000
1.000 0.9964
1.618 0.9905
2.618 0.9810
4.250 0.9655
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 1.0107 1.0110
PP 1.0095 1.0097
S1 1.0084 1.0085

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

View Archives - Comment on this page... - Back to Index of Symbols