CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 1.0225 1.0197 -0.0028 -0.3% 1.0227
High 1.0237 1.0274 0.0037 0.4% 1.0355
Low 1.0184 1.0192 0.0008 0.1% 1.0147
Close 1.0193 1.0268 0.0075 0.7% 1.0230
Range 0.0053 0.0082 0.0029 54.7% 0.0208
ATR 0.0090 0.0090 -0.0001 -0.6% 0.0000
Volume 75,399 86,879 11,480 15.2% 373,972
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0491 1.0461 1.0313
R3 1.0409 1.0379 1.0291
R2 1.0327 1.0327 1.0283
R1 1.0297 1.0297 1.0276 1.0312
PP 1.0245 1.0245 1.0245 1.0252
S1 1.0215 1.0215 1.0260 1.0230
S2 1.0163 1.0163 1.0253
S3 1.0081 1.0133 1.0245
S4 0.9999 1.0051 1.0223
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0868 1.0757 1.0344
R3 1.0660 1.0549 1.0287
R2 1.0452 1.0452 1.0268
R1 1.0341 1.0341 1.0249 1.0397
PP 1.0244 1.0244 1.0244 1.0272
S1 1.0133 1.0133 1.0211 1.0189
S2 1.0036 1.0036 1.0192
S3 0.9828 0.9925 1.0173
S4 0.9620 0.9717 1.0116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0340 1.0147 0.0193 1.9% 0.0085 0.8% 63% False False 95,509
10 1.0355 1.0147 0.0208 2.0% 0.0079 0.8% 58% False False 81,230
20 1.0503 1.0147 0.0356 3.5% 0.0091 0.9% 34% False False 84,560
40 1.0578 1.0147 0.0431 4.2% 0.0094 0.9% 28% False False 82,715
60 1.0578 1.0004 0.0574 5.6% 0.0092 0.9% 46% False False 79,371
80 1.0578 0.9990 0.0588 5.7% 0.0086 0.8% 47% False False 62,965
100 1.0578 0.9918 0.0660 6.4% 0.0082 0.8% 53% False False 50,437
120 1.0578 0.9754 0.0824 8.0% 0.0079 0.8% 62% False False 42,053
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0623
2.618 1.0489
1.618 1.0407
1.000 1.0356
0.618 1.0325
HIGH 1.0274
0.618 1.0243
0.500 1.0233
0.382 1.0223
LOW 1.0192
0.618 1.0141
1.000 1.0110
1.618 1.0059
2.618 0.9977
4.250 0.9844
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.0256 1.0249
PP 1.0245 1.0230
S1 1.0233 1.0211

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

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