CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.0261 1.0209 -0.0052 -0.5% 1.0227
High 1.0268 1.0283 0.0015 0.1% 1.0355
Low 1.0181 1.0189 0.0008 0.1% 1.0147
Close 1.0209 1.0269 0.0060 0.6% 1.0230
Range 0.0087 0.0094 0.0007 8.0% 0.0208
ATR 0.0089 0.0090 0.0000 0.4% 0.0000
Volume 89,635 71,139 -18,496 -20.6% 373,972
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0529 1.0493 1.0321
R3 1.0435 1.0399 1.0295
R2 1.0341 1.0341 1.0286
R1 1.0305 1.0305 1.0278 1.0323
PP 1.0247 1.0247 1.0247 1.0256
S1 1.0211 1.0211 1.0260 1.0229
S2 1.0153 1.0153 1.0252
S3 1.0059 1.0117 1.0243
S4 0.9965 1.0023 1.0217
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 1.0283 1.0147 0.0136 1.3% 0.0086 0.8% 90% True False 88,164
10 1.0355 1.0147 0.0208 2.0% 0.0086 0.8% 59% False False 84,044
20 1.0408 1.0147 0.0261 2.5% 0.0089 0.9% 47% False False 84,163
40 1.0578 1.0147 0.0431 4.2% 0.0094 0.9% 28% False False 82,800
60 1.0578 1.0013 0.0565 5.5% 0.0090 0.9% 45% False False 78,355
80 1.0578 1.0004 0.0574 5.6% 0.0086 0.8% 46% False False 64,966
100 1.0578 0.9918 0.0660 6.4% 0.0082 0.8% 53% False False 52,041
120 1.0578 0.9754 0.0824 8.0% 0.0079 0.8% 63% False False 43,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0683
2.618 1.0529
1.618 1.0435
1.000 1.0377
0.618 1.0341
HIGH 1.0283
0.618 1.0247
0.500 1.0236
0.382 1.0225
LOW 1.0189
0.618 1.0131
1.000 1.0095
1.618 1.0037
2.618 0.9943
4.250 0.9790
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.0258 1.0257
PP 1.0247 1.0244
S1 1.0236 1.0232

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

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