CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.0130 1.0130 0.0000 0.0% 1.0253
High 1.0181 1.0237 0.0056 0.6% 1.0278
Low 1.0111 1.0128 0.0017 0.2% 1.0004
Close 1.0123 1.0202 0.0079 0.8% 1.0123
Range 0.0070 0.0109 0.0039 55.7% 0.0274
ATR 0.0086 0.0088 0.0002 2.3% 0.0000
Volume 70,890 63,862 -7,028 -9.9% 499,615
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0516 1.0468 1.0262
R3 1.0407 1.0359 1.0232
R2 1.0298 1.0298 1.0222
R1 1.0250 1.0250 1.0212 1.0274
PP 1.0189 1.0189 1.0189 1.0201
S1 1.0141 1.0141 1.0192 1.0165
S2 1.0080 1.0080 1.0182
S3 0.9971 1.0032 1.0172
S4 0.9862 0.9923 1.0142
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0957 1.0814 1.0274
R3 1.0683 1.0540 1.0198
R2 1.0409 1.0409 1.0173
R1 1.0266 1.0266 1.0148 1.0201
PP 1.0135 1.0135 1.0135 1.0102
S1 0.9992 0.9992 1.0098 0.9927
S2 0.9861 0.9861 1.0073
S3 0.9587 0.9718 1.0048
S4 0.9313 0.9444 0.9972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0251 1.0004 0.0247 2.4% 0.0139 1.4% 80% False False 101,134
10 1.0321 1.0004 0.0317 3.1% 0.0104 1.0% 62% False False 79,509
20 1.0321 1.0004 0.0317 3.1% 0.0087 0.8% 62% False False 41,821
40 1.0321 0.9918 0.0403 4.0% 0.0075 0.7% 70% False False 21,066
60 1.0321 0.9800 0.0521 5.1% 0.0072 0.7% 77% False False 14,112
80 1.0321 0.9677 0.0644 6.3% 0.0068 0.7% 82% False False 10,610
100 1.0321 0.9624 0.0697 6.8% 0.0064 0.6% 83% False False 8,498
120 1.0321 0.9600 0.0721 7.1% 0.0059 0.6% 83% False False 7,087
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0700
2.618 1.0522
1.618 1.0413
1.000 1.0346
0.618 1.0304
HIGH 1.0237
0.618 1.0195
0.500 1.0183
0.382 1.0170
LOW 1.0128
0.618 1.0061
1.000 1.0019
1.618 0.9952
2.618 0.9843
4.250 0.9665
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.0196 1.0181
PP 1.0189 1.0160
S1 1.0183 1.0140

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

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