CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.0224 1.0173 -0.0051 -0.5% 1.0130
High 1.0246 1.0249 0.0003 0.0% 1.0259
Low 1.0158 1.0161 0.0003 0.0% 1.0128
Close 1.0174 1.0229 0.0055 0.5% 1.0174
Range 0.0088 0.0088 0.0000 0.0% 0.0131
ATR 0.0086 0.0086 0.0000 0.2% 0.0000
Volume 66,443 54,456 -11,987 -18.0% 349,770
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0477 1.0441 1.0277
R3 1.0389 1.0353 1.0253
R2 1.0301 1.0301 1.0245
R1 1.0265 1.0265 1.0237 1.0283
PP 1.0213 1.0213 1.0213 1.0222
S1 1.0177 1.0177 1.0221 1.0195
S2 1.0125 1.0125 1.0213
S3 1.0037 1.0089 1.0205
S4 0.9949 1.0001 1.0181
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0580 1.0508 1.0246
R3 1.0449 1.0377 1.0210
R2 1.0318 1.0318 1.0198
R1 1.0246 1.0246 1.0186 1.0282
PP 1.0187 1.0187 1.0187 1.0205
S1 1.0115 1.0115 1.0162 1.0151
S2 1.0056 1.0056 1.0150
S3 0.9925 0.9984 1.0138
S4 0.9794 0.9853 1.0102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0141 0.0118 1.2% 0.0080 0.8% 75% False False 68,072
10 1.0259 1.0004 0.0255 2.5% 0.0110 1.1% 88% False False 84,603
20 1.0321 1.0004 0.0317 3.1% 0.0086 0.8% 71% False False 58,449
40 1.0321 0.9918 0.0403 3.9% 0.0078 0.8% 77% False False 29,557
60 1.0321 0.9918 0.0403 3.9% 0.0073 0.7% 77% False False 19,775
80 1.0321 0.9754 0.0567 5.5% 0.0070 0.7% 84% False False 14,860
100 1.0321 0.9677 0.0644 6.3% 0.0066 0.6% 86% False False 11,900
120 1.0321 0.9600 0.0721 7.0% 0.0062 0.6% 87% False False 9,923
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 0.0019
Fibonacci Retracements and Extensions
4.250 1.0623
2.618 1.0479
1.618 1.0391
1.000 1.0337
0.618 1.0303
HIGH 1.0249
0.618 1.0215
0.500 1.0205
0.382 1.0195
LOW 1.0161
0.618 1.0107
1.000 1.0073
1.618 1.0019
2.618 0.9931
4.250 0.9787
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.0221 1.0222
PP 1.0213 1.0215
S1 1.0205 1.0209

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

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