CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.0308 1.0251 -0.0057 -0.6% 1.0337
High 1.0320 1.0284 -0.0036 -0.3% 1.0503
Low 1.0228 1.0204 -0.0024 -0.2% 1.0254
Close 1.0271 1.0273 0.0002 0.0% 1.0321
Range 0.0092 0.0080 -0.0012 -13.0% 0.0249
ATR 0.0102 0.0100 -0.0002 -1.5% 0.0000
Volume 90,156 83,284 -6,872 -7.6% 464,494
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.0494 1.0463 1.0317
R3 1.0414 1.0383 1.0295
R2 1.0334 1.0334 1.0288
R1 1.0303 1.0303 1.0280 1.0319
PP 1.0254 1.0254 1.0254 1.0261
S1 1.0223 1.0223 1.0266 1.0239
S2 1.0174 1.0174 1.0258
S3 1.0094 1.0143 1.0251
S4 1.0014 1.0063 1.0229
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1106 1.0963 1.0458
R3 1.0857 1.0714 1.0389
R2 1.0608 1.0608 1.0367
R1 1.0465 1.0465 1.0344 1.0412
PP 1.0359 1.0359 1.0359 1.0333
S1 1.0216 1.0216 1.0298 1.0163
S2 1.0110 1.0110 1.0275
S3 0.9861 0.9967 1.0253
S4 0.9612 0.9718 1.0184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0503 1.0204 0.0299 2.9% 0.0112 1.1% 23% False True 97,764
10 1.0512 1.0204 0.0308 3.0% 0.0116 1.1% 22% False True 101,461
20 1.0578 1.0204 0.0374 3.6% 0.0103 1.0% 18% False True 85,326
40 1.0578 1.0141 0.0437 4.3% 0.0090 0.9% 30% False False 76,661
60 1.0578 1.0004 0.0574 5.6% 0.0089 0.9% 47% False False 65,048
80 1.0578 0.9918 0.0660 6.4% 0.0082 0.8% 54% False False 48,864
100 1.0578 0.9800 0.0778 7.6% 0.0079 0.8% 61% False False 39,132
120 1.0578 0.9677 0.0901 8.8% 0.0075 0.7% 66% False False 32,627
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 0.0029
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0624
2.618 1.0493
1.618 1.0413
1.000 1.0364
0.618 1.0333
HIGH 1.0284
0.618 1.0253
0.500 1.0244
0.382 1.0235
LOW 1.0204
0.618 1.0155
1.000 1.0124
1.618 1.0075
2.618 0.9995
4.250 0.9864
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.0263 1.0304
PP 1.0254 1.0294
S1 1.0244 1.0283

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

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