CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.0020 1.0117 0.0097 1.0% 1.0092
High 1.0022 1.0130 0.0108 1.1% 1.0128
Low 1.0017 1.0113 0.0096 1.0% 1.0045
Close 1.0048 1.0116 0.0068 0.7% 1.0080
Range 0.0005 0.0017 0.0012 240.0% 0.0083
ATR 0.0041 0.0044 0.0003 7.2% 0.0000
Volume 73 26 -47 -64.4% 65
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0171 1.0160 1.0125
R3 1.0154 1.0143 1.0121
R2 1.0137 1.0137 1.0119
R1 1.0126 1.0126 1.0118 1.0123
PP 1.0120 1.0120 1.0120 1.0118
S1 1.0109 1.0109 1.0114 1.0106
S2 1.0103 1.0103 1.0113
S3 1.0086 1.0092 1.0111
S4 1.0069 1.0075 1.0107
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 1.0130 1.0017 0.0113 1.1% 0.0029 0.3% 88% True False 25
10 1.0130 0.9990 0.0140 1.4% 0.0027 0.3% 90% True False 22
20 1.0130 0.9908 0.0222 2.2% 0.0025 0.2% 94% True False 28
40 1.0130 0.9908 0.0222 2.2% 0.0020 0.2% 94% True False 24
60 1.0130 0.9676 0.0454 4.5% 0.0020 0.2% 97% True False 29
80 1.0130 0.9664 0.0466 4.6% 0.0019 0.2% 97% True False 28
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0202
2.618 1.0175
1.618 1.0158
1.000 1.0147
0.618 1.0141
HIGH 1.0130
0.618 1.0124
0.500 1.0122
0.382 1.0119
LOW 1.0113
0.618 1.0102
1.000 1.0096
1.618 1.0085
2.618 1.0068
4.250 1.0041
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.0122 1.0102
PP 1.0120 1.0088
S1 1.0118 1.0074

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

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