CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 0.9680 0.9753 0.0073 0.8% 0.9893
High 0.9680 0.9763 0.0083 0.9% 0.9928
Low 0.9664 0.9710 0.0046 0.5% 0.9811
Close 0.9692 0.9712 0.0020 0.2% 0.9823
Range 0.0016 0.0053 0.0037 231.3% 0.0117
ATR 0.0046 0.0048 0.0002 3.9% 0.0000
Volume 19 23 4 21.1% 80
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9887 0.9853 0.9741
R3 0.9834 0.9800 0.9727
R2 0.9781 0.9781 0.9722
R1 0.9747 0.9747 0.9717 0.9738
PP 0.9728 0.9728 0.9728 0.9724
S1 0.9694 0.9694 0.9707 0.9685
S2 0.9675 0.9675 0.9702
S3 0.9622 0.9641 0.9697
S4 0.9569 0.9588 0.9683
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 0.9850 0.9664 0.0186 1.9% 0.0022 0.2% 26% False False 16
10 0.9928 0.9664 0.0264 2.7% 0.0018 0.2% 18% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9988
2.618 0.9902
1.618 0.9849
1.000 0.9816
0.618 0.9796
HIGH 0.9763
0.618 0.9743
0.500 0.9737
0.382 0.9730
LOW 0.9710
0.618 0.9677
1.000 0.9657
1.618 0.9624
2.618 0.9571
4.250 0.9485
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 0.9737 0.9714
PP 0.9728 0.9713
S1 0.9720 0.9713

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

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