CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 0.9849 0.9725 -0.0124 -1.3% 0.9893
High 0.9850 0.9725 -0.0125 -1.3% 0.9928
Low 0.9849 0.9723 -0.0126 -1.3% 0.9811
Close 0.9847 0.9712 -0.0135 -1.4% 0.9823
Range 0.0001 0.0002 0.0001 100.0% 0.0117
ATR
Volume 7 31 24 342.9% 80
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9726 0.9721 0.9713
R3 0.9724 0.9719 0.9713
R2 0.9722 0.9722 0.9712
R1 0.9717 0.9717 0.9712 0.9719
PP 0.9720 0.9720 0.9720 0.9721
S1 0.9715 0.9715 0.9712 0.9717
S2 0.9718 0.9718 0.9712
S3 0.9716 0.9713 0.9711
S4 0.9714 0.9711 0.9711
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0205 1.0131 0.9887
R3 1.0088 1.0014 0.9855
R2 0.9971 0.9971 0.9844
R1 0.9897 0.9897 0.9834 0.9876
PP 0.9854 0.9854 0.9854 0.9843
S1 0.9780 0.9780 0.9812 0.9759
S2 0.9737 0.9737 0.9802
S3 0.9620 0.9663 0.9791
S4 0.9503 0.9546 0.9759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9723 0.0201 2.1% 0.0008 0.1% -5% False True 14
10 0.9928 0.9723 0.0205 2.1% 0.0014 0.1% -5% False True 15
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9734
2.618 0.9730
1.618 0.9728
1.000 0.9727
0.618 0.9726
HIGH 0.9725
0.618 0.9724
0.500 0.9724
0.382 0.9724
LOW 0.9723
0.618 0.9722
1.000 0.9721
1.618 0.9720
2.618 0.9718
4.250 0.9715
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 0.9724 0.9787
PP 0.9720 0.9762
S1 0.9716 0.9737

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

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