CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.0252 1.0210 -0.0042 -0.4% 1.0110
High 1.0255 1.0249 -0.0006 -0.1% 1.0160
Low 1.0202 1.0210 0.0008 0.1% 1.0017
Close 1.0205 1.0236 0.0031 0.3% 1.0172
Range 0.0053 0.0039 -0.0014 -26.4% 0.0143
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 40 142 102 255.0% 123
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0349 1.0331 1.0257
R3 1.0310 1.0292 1.0247
R2 1.0271 1.0271 1.0243
R1 1.0253 1.0253 1.0240 1.0262
PP 1.0232 1.0232 1.0232 1.0236
S1 1.0214 1.0214 1.0232 1.0223
S2 1.0193 1.0193 1.0229
S3 1.0154 1.0175 1.0225
S4 1.0115 1.0136 1.0215
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0545 1.0502 1.0251
R3 1.0402 1.0359 1.0211
R2 1.0259 1.0259 1.0198
R1 1.0216 1.0216 1.0185 1.0238
PP 1.0116 1.0116 1.0116 1.0127
S1 1.0073 1.0073 1.0159 1.0095
S2 0.9973 0.9973 1.0146
S3 0.9830 0.9930 1.0133
S4 0.9687 0.9787 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0255 1.0113 0.0142 1.4% 0.0031 0.3% 87% False False 48
10 1.0255 1.0017 0.0238 2.3% 0.0030 0.3% 92% False False 36
20 1.0255 0.9981 0.0274 2.7% 0.0029 0.3% 93% False False 37
40 1.0255 0.9908 0.0347 3.4% 0.0022 0.2% 95% False False 28
60 1.0255 0.9740 0.0515 5.0% 0.0021 0.2% 96% False False 32
80 1.0255 0.9664 0.0591 5.8% 0.0019 0.2% 97% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0415
2.618 1.0351
1.618 1.0312
1.000 1.0288
0.618 1.0273
HIGH 1.0249
0.618 1.0234
0.500 1.0230
0.382 1.0225
LOW 1.0210
0.618 1.0186
1.000 1.0171
1.618 1.0147
2.618 1.0108
4.250 1.0044
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.0234 1.0233
PP 1.0232 1.0230
S1 1.0230 1.0228

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

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