CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.0462 1.0499 0.0037 0.4% 1.0409
High 1.0518 1.0528 0.0010 0.1% 1.0563
Low 1.0443 1.0429 -0.0014 -0.1% 1.0272
Close 1.0480 1.0491 0.0011 0.1% 1.0491
Range 0.0075 0.0099 0.0024 32.0% 0.0291
ATR 0.0083 0.0084 0.0001 1.4% 0.0000
Volume 60,499 72,970 12,471 20.6% 308,756
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0780 1.0734 1.0545
R3 1.0681 1.0635 1.0518
R2 1.0582 1.0582 1.0509
R1 1.0536 1.0536 1.0500 1.0510
PP 1.0483 1.0483 1.0483 1.0469
S1 1.0437 1.0437 1.0482 1.0411
S2 1.0384 1.0384 1.0473
S3 1.0285 1.0338 1.0464
S4 1.0186 1.0239 1.0437
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 1.0429 0.0134 1.3% 0.0083 0.8% 46% False True 65,656
10 1.0563 1.0272 0.0291 2.8% 0.0091 0.9% 75% False False 72,114
20 1.0563 1.0236 0.0327 3.1% 0.0081 0.8% 78% False False 69,122
40 1.0563 1.0004 0.0559 5.3% 0.0083 0.8% 87% False False 64,900
60 1.0563 0.9970 0.0593 5.7% 0.0078 0.7% 88% False False 43,507
80 1.0563 0.9918 0.0645 6.1% 0.0075 0.7% 89% False False 32,685
100 1.0563 0.9754 0.0809 7.7% 0.0072 0.7% 91% False False 26,171
120 1.0563 0.9677 0.0886 8.4% 0.0068 0.7% 92% False False 21,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0949
2.618 1.0787
1.618 1.0688
1.000 1.0627
0.618 1.0589
HIGH 1.0528
0.618 1.0490
0.500 1.0479
0.382 1.0467
LOW 1.0429
0.618 1.0368
1.000 1.0330
1.618 1.0269
2.618 1.0170
4.250 1.0008
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.0487 1.0487
PP 1.0483 1.0483
S1 1.0479 1.0479

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

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