CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.0126 1.0080 -0.0046 -0.5% 1.0100
High 1.0154 1.0113 -0.0041 -0.4% 1.0160
Low 1.0059 1.0018 -0.0041 -0.4% 1.0071
Close 1.0072 1.0075 0.0003 0.0% 1.0109
Range 0.0095 0.0095 0.0000 0.0% 0.0089
ATR 0.0066 0.0068 0.0002 3.1% 0.0000
Volume 541 959 418 77.3% 1,646
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0354 1.0309 1.0127
R3 1.0259 1.0214 1.0101
R2 1.0164 1.0164 1.0092
R1 1.0119 1.0119 1.0084 1.0094
PP 1.0069 1.0069 1.0069 1.0056
S1 1.0024 1.0024 1.0066 0.9999
S2 0.9974 0.9974 1.0058
S3 0.9879 0.9929 1.0049
S4 0.9784 0.9834 1.0023
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 1.0018 0.0142 1.4% 0.0066 0.7% 40% False True 517
10 1.0160 0.9987 0.0173 1.7% 0.0062 0.6% 51% False False 422
20 1.0160 0.9918 0.0242 2.4% 0.0066 0.7% 65% False False 376
40 1.0160 0.9900 0.0260 2.6% 0.0066 0.7% 67% False False 292
60 1.0160 0.9677 0.0483 4.8% 0.0063 0.6% 82% False False 231
80 1.0160 0.9677 0.0483 4.8% 0.0059 0.6% 82% False False 185
100 1.0160 0.9600 0.0560 5.6% 0.0056 0.6% 85% False False 155
Crabel Price Patterns
NR False
NR4 False
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 0.0016
Fibonacci Retracements and Extensions
4.250 1.0517
2.618 1.0362
1.618 1.0267
1.000 1.0208
0.618 1.0172
HIGH 1.0113
0.618 1.0077
0.500 1.0066
0.382 1.0054
LOW 1.0018
0.618 0.9959
1.000 0.9923
1.618 0.9864
2.618 0.9769
4.250 0.9614
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.0072 1.0089
PP 1.0069 1.0084
S1 1.0066 1.0080

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

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