CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 0.9998 1.0001 0.0003 0.0% 1.0028
High 1.0000 1.0001 0.0001 0.0% 1.0031
Low 0.9988 1.0001 0.0013 0.1% 0.9908
Close 0.9987 1.0001 0.0014 0.1% 0.9991
Range 0.0012 0.0000 -0.0012 -100.0% 0.0123
ATR 0.0038 0.0036 -0.0002 -4.5% 0.0000
Volume 19 25 6 31.6% 206
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0001 1.0001 1.0001
R3 1.0001 1.0001 1.0001
R2 1.0001 1.0001 1.0001
R1 1.0001 1.0001 1.0001 1.0001
PP 1.0001 1.0001 1.0001 1.0001
S1 1.0001 1.0001 1.0001 1.0001
S2 1.0001 1.0001 1.0001
S3 1.0001 1.0001 1.0001
S4 1.0001 1.0001 1.0001
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0346 1.0291 1.0059
R3 1.0223 1.0168 1.0025
R2 1.0100 1.0100 1.0014
R1 1.0045 1.0045 1.0002 1.0011
PP 0.9977 0.9977 0.9977 0.9960
S1 0.9922 0.9922 0.9980 0.9888
S2 0.9854 0.9854 0.9968
S3 0.9731 0.9799 0.9957
S4 0.9608 0.9676 0.9923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0002 0.9940 0.0062 0.6% 0.0004 0.0% 98% False False 16
10 1.0053 0.9908 0.0145 1.4% 0.0016 0.2% 64% False False 28
20 1.0075 0.9908 0.0167 1.7% 0.0014 0.1% 56% False False 21
40 1.0075 0.9740 0.0335 3.3% 0.0018 0.2% 78% False False 30
60 1.0075 0.9664 0.0411 4.1% 0.0016 0.2% 82% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0001
2.618 1.0001
1.618 1.0001
1.000 1.0001
0.618 1.0001
HIGH 1.0001
0.618 1.0001
0.500 1.0001
0.382 1.0001
LOW 1.0001
0.618 1.0001
1.000 1.0001
1.618 1.0001
2.618 1.0001
4.250 1.0001
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1.0001 0.9991
PP 1.0001 0.9981
S1 1.0001 0.9971

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

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