CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.0335 1.0337 0.0002 0.0% 1.0574
High 1.0437 1.0402 -0.0035 -0.3% 1.0576
Low 1.0297 1.0304 0.0007 0.1% 1.0285
Close 1.0308 1.0360 0.0052 0.5% 1.0308
Range 0.0140 0.0098 -0.0042 -30.0% 0.0291
ATR 0.0096 0.0096 0.0000 0.2% 0.0000
Volume 149,298 79,066 -70,232 -47.0% 523,267
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.0649 1.0603 1.0414
R3 1.0551 1.0505 1.0387
R2 1.0453 1.0453 1.0378
R1 1.0407 1.0407 1.0369 1.0430
PP 1.0355 1.0355 1.0355 1.0367
S1 1.0309 1.0309 1.0351 1.0332
S2 1.0257 1.0257 1.0342
S3 1.0159 1.0211 1.0333
S4 1.0061 1.0113 1.0306
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1263 1.1076 1.0468
R3 1.0972 1.0785 1.0388
R2 1.0681 1.0681 1.0361
R1 1.0494 1.0494 1.0335 1.0442
PP 1.0390 1.0390 1.0390 1.0364
S1 1.0203 1.0203 1.0281 1.0151
S2 1.0099 1.0099 1.0255
S3 0.9808 0.9912 1.0228
S4 0.9517 0.9621 1.0148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0561 1.0285 0.0276 2.7% 0.0119 1.2% 27% False False 107,574
10 1.0578 1.0285 0.0293 2.8% 0.0103 1.0% 26% False False 87,233
20 1.0578 1.0272 0.0306 3.0% 0.0096 0.9% 29% False False 80,869
40 1.0578 1.0004 0.0574 5.5% 0.0092 0.9% 62% False False 76,776
60 1.0578 0.9990 0.0588 5.7% 0.0084 0.8% 63% False False 55,767
80 1.0578 0.9918 0.0660 6.4% 0.0079 0.8% 67% False False 41,906
100 1.0578 0.9754 0.0824 8.0% 0.0076 0.7% 74% False False 33,552
120 1.0578 0.9677 0.0901 8.7% 0.0073 0.7% 76% False False 27,972
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0819
2.618 1.0659
1.618 1.0561
1.000 1.0500
0.618 1.0463
HIGH 1.0402
0.618 1.0365
0.500 1.0353
0.382 1.0341
LOW 1.0304
0.618 1.0243
1.000 1.0206
1.618 1.0145
2.618 1.0047
4.250 0.9888
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.0358 1.0364
PP 1.0355 1.0362
S1 1.0353 1.0361

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

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