CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.0486 1.0478 -0.0008 -0.1% 1.0409
High 1.0563 1.0510 -0.0053 -0.5% 1.0563
Low 1.0464 1.0446 -0.0018 -0.2% 1.0272
Close 1.0491 1.0467 -0.0024 -0.2% 1.0491
Range 0.0099 0.0064 -0.0035 -35.4% 0.0291
ATR 0.0085 0.0084 -0.0002 -1.8% 0.0000
Volume 61,180 61,958 778 1.3% 308,756
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0666 1.0631 1.0502
R3 1.0602 1.0567 1.0485
R2 1.0538 1.0538 1.0479
R1 1.0503 1.0503 1.0473 1.0489
PP 1.0474 1.0474 1.0474 1.0467
S1 1.0439 1.0439 1.0461 1.0425
S2 1.0410 1.0410 1.0455
S3 1.0346 1.0375 1.0449
S4 1.0282 1.0311 1.0432
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1315 1.1194 1.0651
R3 1.1024 1.0903 1.0571
R2 1.0733 1.0733 1.0544
R1 1.0612 1.0612 1.0518 1.0673
PP 1.0442 1.0442 1.0442 1.0472
S1 1.0321 1.0321 1.0464 1.0382
S2 1.0151 1.0151 1.0438
S3 0.9860 1.0030 1.0411
S4 0.9569 0.9739 1.0331
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% 0.0102 1.0% 67% False False 74,142
10 1.0563 1.0272 0.0291 2.8% 0.0088 0.8% 67% False False 74,505
20 1.0563 1.0161 0.0402 3.8% 0.0079 0.8% 76% False False 67,467
40 1.0563 1.0004 0.0559 5.3% 0.0082 0.8% 83% False False 61,626
60 1.0563 0.9918 0.0645 6.2% 0.0078 0.7% 85% False False 41,288
80 1.0563 0.9918 0.0645 6.2% 0.0074 0.7% 85% False False 31,019
100 1.0563 0.9750 0.0813 7.8% 0.0071 0.7% 88% False False 24,840
120 1.0563 0.9677 0.0886 8.5% 0.0067 0.6% 89% False False 20,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0782
2.618 1.0678
1.618 1.0614
1.000 1.0574
0.618 1.0550
HIGH 1.0510
0.618 1.0486
0.500 1.0478
0.382 1.0470
LOW 1.0446
0.618 1.0406
1.000 1.0382
1.618 1.0342
2.618 1.0278
4.250 1.0174
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.0478 1.0500
PP 1.0474 1.0489
S1 1.0471 1.0478

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

View Archives - Comment on this page... - Back to Index of Symbols