CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.0238 1.0253 0.0015 0.1% 1.0261
High 1.0283 1.0278 -0.0005 0.0% 1.0321
Low 1.0181 1.0221 0.0040 0.4% 1.0181
Close 1.0261 1.0240 -0.0021 -0.2% 1.0261
Range 0.0102 0.0057 -0.0045 -44.1% 0.0140
ATR 0.0067 0.0067 -0.0001 -1.1% 0.0000
Volume 74,001 57,803 -16,198 -21.9% 254,884
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0417 1.0386 1.0271
R3 1.0360 1.0329 1.0256
R2 1.0303 1.0303 1.0250
R1 1.0272 1.0272 1.0245 1.0259
PP 1.0246 1.0246 1.0246 1.0240
S1 1.0215 1.0215 1.0235 1.0202
S2 1.0189 1.0189 1.0230
S3 1.0132 1.0158 1.0224
S4 1.0075 1.0101 1.0209
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0674 1.0608 1.0338
R3 1.0534 1.0468 1.0300
R2 1.0394 1.0394 1.0287
R1 1.0328 1.0328 1.0274 1.0331
PP 1.0254 1.0254 1.0254 1.0256
S1 1.0188 1.0188 1.0248 1.0191
S2 1.0114 1.0114 1.0235
S3 0.9974 1.0048 1.0223
S4 0.9834 0.9908 1.0184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0321 1.0181 0.0140 1.4% 0.0069 0.7% 42% False False 57,885
10 1.0321 1.0181 0.0140 1.4% 0.0062 0.6% 42% False False 32,295
20 1.0321 1.0018 0.0303 3.0% 0.0064 0.6% 73% False False 16,619
40 1.0321 0.9918 0.0403 3.9% 0.0067 0.7% 80% False False 8,478
60 1.0321 0.9754 0.0567 5.5% 0.0065 0.6% 86% False False 5,699
80 1.0321 0.9677 0.0644 6.3% 0.0062 0.6% 87% False False 4,292
100 1.0321 0.9624 0.0697 6.8% 0.0060 0.6% 88% False False 3,445
120 1.0321 0.9600 0.0721 7.0% 0.0054 0.5% 89% False False 2,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0520
2.618 1.0427
1.618 1.0370
1.000 1.0335
0.618 1.0313
HIGH 1.0278
0.618 1.0256
0.500 1.0250
0.382 1.0243
LOW 1.0221
0.618 1.0186
1.000 1.0164
1.618 1.0129
2.618 1.0072
4.250 0.9979
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.0250 1.0243
PP 1.0246 1.0242
S1 1.0243 1.0241

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

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