CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.0260 1.0225 -0.0035 -0.3% 1.0308
High 1.0282 1.0246 -0.0036 -0.4% 1.0366
Low 1.0188 1.0206 0.0018 0.2% 1.0204
Close 1.0233 1.0228 -0.0005 0.0% 1.0282
Range 0.0094 0.0040 -0.0054 -57.4% 0.0162
ATR 0.0099 0.0095 -0.0004 -4.3% 0.0000
Volume 71,257 64,145 -7,112 -10.0% 422,226
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.0347 1.0327 1.0250
R3 1.0307 1.0287 1.0239
R2 1.0267 1.0267 1.0235
R1 1.0247 1.0247 1.0232 1.0257
PP 1.0227 1.0227 1.0227 1.0232
S1 1.0207 1.0207 1.0224 1.0217
S2 1.0187 1.0187 1.0221
S3 1.0147 1.0167 1.0217
S4 1.0107 1.0127 1.0206
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0770 1.0688 1.0371
R3 1.0608 1.0526 1.0327
R2 1.0446 1.0446 1.0312
R1 1.0364 1.0364 1.0297 1.0324
PP 1.0284 1.0284 1.0284 1.0264
S1 1.0202 1.0202 1.0267 1.0162
S2 1.0122 1.0122 1.0252
S3 0.9960 1.0040 1.0237
S4 0.9798 0.9878 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0188 0.0178 1.7% 0.0084 0.8% 22% False False 76,837
10 1.0503 1.0188 0.0315 3.1% 0.0098 1.0% 13% False False 87,301
20 1.0578 1.0188 0.0390 3.8% 0.0102 1.0% 10% False False 87,744
40 1.0578 1.0188 0.0390 3.8% 0.0090 0.9% 10% False False 77,757
60 1.0578 1.0004 0.0574 5.6% 0.0089 0.9% 39% False False 71,321
80 1.0578 0.9918 0.0660 6.5% 0.0084 0.8% 47% False False 53,657
100 1.0578 0.9918 0.0660 6.5% 0.0080 0.8% 47% False False 42,968
120 1.0578 0.9754 0.0824 8.1% 0.0076 0.7% 58% False False 35,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.0416
2.618 1.0351
1.618 1.0311
1.000 1.0286
0.618 1.0271
HIGH 1.0246
0.618 1.0231
0.500 1.0226
0.382 1.0221
LOW 1.0206
0.618 1.0181
1.000 1.0166
1.618 1.0141
2.618 1.0101
4.250 1.0036
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.0227 1.0277
PP 1.0227 1.0261
S1 1.0226 1.0244

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

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