CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.0283 1.0304 0.0021 0.2% 1.0337
High 1.0306 1.0354 0.0048 0.5% 1.0503
Low 1.0239 1.0275 0.0036 0.4% 1.0254
Close 1.0275 1.0312 0.0037 0.4% 1.0321
Range 0.0067 0.0079 0.0012 17.9% 0.0249
ATR 0.0098 0.0097 -0.0001 -1.4% 0.0000
Volume 68,418 74,845 6,427 9.4% 464,494
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.0551 1.0510 1.0355
R3 1.0472 1.0431 1.0334
R2 1.0393 1.0393 1.0326
R1 1.0352 1.0352 1.0319 1.0373
PP 1.0314 1.0314 1.0314 1.0324
S1 1.0273 1.0273 1.0305 1.0294
S2 1.0235 1.0235 1.0298
S3 1.0156 1.0194 1.0290
S4 1.0077 1.0115 1.0269
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 1.0404 1.0204 0.0200 1.9% 0.0094 0.9% 54% False False 85,095
10 1.0503 1.0204 0.0299 2.9% 0.0104 1.0% 36% False False 93,049
20 1.0578 1.0204 0.0374 3.6% 0.0100 1.0% 29% False False 84,880
40 1.0578 1.0158 0.0420 4.1% 0.0090 0.9% 37% False False 76,942
60 1.0578 1.0004 0.0574 5.6% 0.0088 0.9% 54% False False 67,410
80 1.0578 0.9918 0.0660 6.4% 0.0082 0.8% 60% False False 50,652
100 1.0578 0.9900 0.0678 6.6% 0.0079 0.8% 61% False False 40,563
120 1.0578 0.9677 0.0901 8.7% 0.0075 0.7% 70% False False 33,821
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0690
2.618 1.0561
1.618 1.0482
1.000 1.0433
0.618 1.0403
HIGH 1.0354
0.618 1.0324
0.500 1.0315
0.382 1.0305
LOW 1.0275
0.618 1.0226
1.000 1.0196
1.618 1.0147
2.618 1.0068
4.250 0.9939
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.0315 1.0301
PP 1.0314 1.0290
S1 1.0313 1.0279

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

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