CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.0232 1.0262 0.0030 0.3% 1.0200
High 1.0263 1.0262 -0.0001 0.0% 1.0263
Low 1.0231 1.0215 -0.0016 -0.2% 1.0200
Close 1.0234 1.0229 -0.0005 0.0% 1.0234
Range 0.0032 0.0047 0.0015 46.9% 0.0063
ATR 0.0044 0.0044 0.0000 0.6% 0.0000
Volume 18 100 82 455.6% 298
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0376 1.0350 1.0255
R3 1.0329 1.0303 1.0242
R2 1.0282 1.0282 1.0238
R1 1.0256 1.0256 1.0233 1.0246
PP 1.0235 1.0235 1.0235 1.0230
S1 1.0209 1.0209 1.0225 1.0199
S2 1.0188 1.0188 1.0220
S3 1.0141 1.0162 1.0216
S4 1.0094 1.0115 1.0203
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0421 1.0391 1.0269
R3 1.0358 1.0328 1.0251
R2 1.0295 1.0295 1.0246
R1 1.0265 1.0265 1.0240 1.0280
PP 1.0232 1.0232 1.0232 1.0240
S1 1.0202 1.0202 1.0228 1.0217
S2 1.0169 1.0169 1.0222
S3 1.0106 1.0139 1.0217
S4 1.0043 1.0076 1.0199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0263 1.0202 0.0061 0.6% 0.0040 0.4% 44% False False 75
10 1.0263 1.0017 0.0246 2.4% 0.0035 0.3% 86% False False 52
20 1.0263 0.9981 0.0282 2.8% 0.0030 0.3% 88% False False 36
40 1.0263 0.9908 0.0355 3.5% 0.0023 0.2% 90% False False 31
60 1.0263 0.9740 0.0523 5.1% 0.0022 0.2% 93% False False 33
80 1.0263 0.9664 0.0599 5.9% 0.0020 0.2% 94% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0462
2.618 1.0385
1.618 1.0338
1.000 1.0309
0.618 1.0291
HIGH 1.0262
0.618 1.0244
0.500 1.0239
0.382 1.0233
LOW 1.0215
0.618 1.0186
1.000 1.0168
1.618 1.0139
2.618 1.0092
4.250 1.0015
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.0239 1.0237
PP 1.0235 1.0234
S1 1.0232 1.0232

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

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