CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.0261 1.0261 0.0000 0.0% 1.0201
High 1.0286 1.0286 0.0000 0.0% 1.0303
Low 1.0242 1.0241 -0.0001 0.0% 1.0193
Close 1.0261 1.0257 -0.0004 0.0% 1.0261
Range 0.0044 0.0045 0.0001 2.3% 0.0110
ATR 0.0067 0.0065 -0.0002 -2.3% 0.0000
Volume 3,898 23,262 19,364 496.8% 11,425
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0396 1.0372 1.0282
R3 1.0351 1.0327 1.0269
R2 1.0306 1.0306 1.0265
R1 1.0282 1.0282 1.0261 1.0272
PP 1.0261 1.0261 1.0261 1.0256
S1 1.0237 1.0237 1.0253 1.0227
S2 1.0216 1.0216 1.0249
S3 1.0171 1.0192 1.0245
S4 1.0126 1.0147 1.0232
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0582 1.0532 1.0322
R3 1.0472 1.0422 1.0291
R2 1.0362 1.0362 1.0281
R1 1.0312 1.0312 1.0271 1.0337
PP 1.0252 1.0252 1.0252 1.0265
S1 1.0202 1.0202 1.0251 1.0227
S2 1.0142 1.0142 1.0241
S3 1.0032 1.0092 1.0231
S4 0.9922 0.9982 1.0201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0207 0.0096 0.9% 0.0054 0.5% 52% False False 6,705
10 1.0303 1.0018 0.0285 2.8% 0.0069 0.7% 84% False False 4,132
20 1.0303 0.9987 0.0316 3.1% 0.0063 0.6% 85% False False 2,235
40 1.0303 0.9918 0.0385 3.8% 0.0065 0.6% 88% False False 1,255
60 1.0303 0.9754 0.0549 5.4% 0.0064 0.6% 92% False False 884
80 1.0303 0.9677 0.0626 6.1% 0.0061 0.6% 93% False False 676
100 1.0303 0.9600 0.0703 6.9% 0.0059 0.6% 93% False False 552
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0477
2.618 1.0404
1.618 1.0359
1.000 1.0331
0.618 1.0314
HIGH 1.0286
0.618 1.0269
0.500 1.0264
0.382 1.0258
LOW 1.0241
0.618 1.0213
1.000 1.0196
1.618 1.0168
2.618 1.0123
4.250 1.0050
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.0264 1.0258
PP 1.0261 1.0258
S1 1.0259 1.0257

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

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