CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.0445 1.0486 0.0041 0.4% 1.0449
High 1.0517 1.0563 0.0046 0.4% 1.0463
Low 1.0437 1.0464 0.0027 0.3% 1.0327
Close 1.0464 1.0491 0.0027 0.3% 1.0396
Range 0.0080 0.0099 0.0019 23.8% 0.0136
ATR 0.0084 0.0085 0.0001 1.2% 0.0000
Volume 71,676 61,180 -10,496 -14.6% 374,340
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0803 1.0746 1.0545
R3 1.0704 1.0647 1.0518
R2 1.0605 1.0605 1.0509
R1 1.0548 1.0548 1.0500 1.0577
PP 1.0506 1.0506 1.0506 1.0520
S1 1.0449 1.0449 1.0482 1.0478
S2 1.0407 1.0407 1.0473
S3 1.0308 1.0350 1.0464
S4 1.0209 1.0251 1.0437
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0803 1.0736 1.0471
R3 1.0667 1.0600 1.0433
R2 1.0531 1.0531 1.0421
R1 1.0464 1.0464 1.0408 1.0430
PP 1.0395 1.0395 1.0395 1.0378
S1 1.0328 1.0328 1.0384 1.0294
S2 1.0259 1.0259 1.0371
S3 1.0123 1.0192 1.0359
S4 0.9987 1.0056 1.0321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0272 0.0291 2.8% 0.0103 1.0% 75% True False 74,164
10 1.0563 1.0272 0.0291 2.8% 0.0089 0.9% 75% True False 75,186
20 1.0563 1.0158 0.0405 3.9% 0.0080 0.8% 82% True False 67,691
40 1.0563 1.0004 0.0559 5.3% 0.0082 0.8% 87% True False 60,151
60 1.0563 0.9918 0.0645 6.1% 0.0078 0.7% 89% True False 40,257
80 1.0563 0.9910 0.0653 6.2% 0.0074 0.7% 89% True False 30,246
100 1.0563 0.9677 0.0886 8.4% 0.0071 0.7% 92% True False 24,221
120 1.0563 0.9677 0.0886 8.4% 0.0067 0.6% 92% True False 20,192
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0984
2.618 1.0822
1.618 1.0723
1.000 1.0662
0.618 1.0624
HIGH 1.0563
0.618 1.0525
0.500 1.0514
0.382 1.0502
LOW 1.0464
0.618 1.0403
1.000 1.0365
1.618 1.0304
2.618 1.0205
4.250 1.0043
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.0514 1.0477
PP 1.0506 1.0462
S1 1.0499 1.0448

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

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