CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.0110 1.0020 -0.0090 -0.9% 1.0092
High 1.0110 1.0022 -0.0088 -0.9% 1.0128
Low 1.0033 1.0017 -0.0016 -0.2% 1.0045
Close 1.0045 1.0048 0.0003 0.0% 1.0080
Range 0.0077 0.0005 -0.0072 -93.5% 0.0083
ATR 0.0042 0.0041 -0.0001 -2.3% 0.0000
Volume 10 73 63 630.0% 65
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0044 1.0051 1.0051
R3 1.0039 1.0046 1.0049
R2 1.0034 1.0034 1.0049
R1 1.0041 1.0041 1.0048 1.0038
PP 1.0029 1.0029 1.0029 1.0027
S1 1.0036 1.0036 1.0048 1.0033
S2 1.0024 1.0024 1.0047
S3 1.0019 1.0031 1.0047
S4 1.0014 1.0026 1.0045
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0333 1.0290 1.0126
R3 1.0250 1.0207 1.0103
R2 1.0167 1.0167 1.0095
R1 1.0124 1.0124 1.0088 1.0104
PP 1.0084 1.0084 1.0084 1.0075
S1 1.0041 1.0041 1.0072 1.0021
S2 1.0001 1.0001 1.0065
S3 0.9918 0.9958 1.0057
S4 0.9835 0.9875 1.0034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0017 0.0111 1.1% 0.0028 0.3% 28% False True 25
10 1.0128 0.9990 0.0138 1.4% 0.0028 0.3% 42% False False 20
20 1.0128 0.9908 0.0220 2.2% 0.0024 0.2% 64% False False 27
40 1.0128 0.9908 0.0220 2.2% 0.0019 0.2% 64% False False 23
60 1.0128 0.9676 0.0452 4.5% 0.0020 0.2% 82% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0002
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0043
2.618 1.0035
1.618 1.0030
1.000 1.0027
0.618 1.0025
HIGH 1.0022
0.618 1.0020
0.500 1.0020
0.382 1.0019
LOW 1.0017
0.618 1.0014
1.000 1.0012
1.618 1.0009
2.618 1.0004
4.250 0.9996
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.0039 1.0073
PP 1.0029 1.0064
S1 1.0020 1.0056

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

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