CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.0276 1.0297 0.0021 0.2% 1.0173
High 1.0310 1.0372 0.0062 0.6% 1.0372
Low 1.0261 1.0288 0.0027 0.3% 1.0161
Close 1.0306 1.0349 0.0043 0.4% 1.0349
Range 0.0049 0.0084 0.0035 71.4% 0.0211
ATR 0.0080 0.0080 0.0000 0.4% 0.0000
Volume 59,508 83,193 23,685 39.8% 307,799
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0588 1.0553 1.0395
R3 1.0504 1.0469 1.0372
R2 1.0420 1.0420 1.0364
R1 1.0385 1.0385 1.0357 1.0403
PP 1.0336 1.0336 1.0336 1.0345
S1 1.0301 1.0301 1.0341 1.0319
S2 1.0252 1.0252 1.0334
S3 1.0168 1.0217 1.0326
S4 1.0084 1.0133 1.0303
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0927 1.0849 1.0465
R3 1.0716 1.0638 1.0407
R2 1.0505 1.0505 1.0388
R1 1.0427 1.0427 1.0368 1.0466
PP 1.0294 1.0294 1.0294 1.0314
S1 1.0216 1.0216 1.0330 1.0255
S2 1.0083 1.0083 1.0310
S3 0.9872 1.0005 1.0291
S4 0.9661 0.9794 1.0233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0372 1.0161 0.0211 2.0% 0.0068 0.7% 89% True False 61,559
10 1.0372 1.0128 0.0244 2.4% 0.0076 0.7% 91% True False 65,756
20 1.0372 1.0004 0.0368 3.6% 0.0087 0.8% 94% True False 70,603
40 1.0372 0.9987 0.0385 3.7% 0.0077 0.7% 94% True False 35,841
60 1.0372 0.9918 0.0454 4.4% 0.0073 0.7% 95% True False 23,985
80 1.0372 0.9754 0.0618 6.0% 0.0070 0.7% 96% True False 18,025
100 1.0372 0.9677 0.0695 6.7% 0.0067 0.6% 97% True False 14,429
120 1.0372 0.9600 0.0772 7.5% 0.0063 0.6% 97% True False 12,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0592
1.618 1.0508
1.000 1.0456
0.618 1.0424
HIGH 1.0372
0.618 1.0340
0.500 1.0330
0.382 1.0320
LOW 1.0288
0.618 1.0236
1.000 1.0204
1.618 1.0152
2.618 1.0068
4.250 0.9931
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.0343 1.0334
PP 1.0336 1.0319
S1 1.0330 1.0304

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

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