CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.0224 1.0248 0.0024 0.2% 1.0200
High 1.0245 1.0285 0.0040 0.4% 1.0263
Low 1.0224 1.0240 0.0016 0.2% 1.0200
Close 1.0246 1.0274 0.0028 0.3% 1.0234
Range 0.0021 0.0045 0.0024 114.3% 0.0063
ATR 0.0042 0.0042 0.0000 0.5% 0.0000
Volume 164 171 7 4.3% 298
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0383 1.0299
R3 1.0356 1.0338 1.0286
R2 1.0311 1.0311 1.0282
R1 1.0293 1.0293 1.0278 1.0302
PP 1.0266 1.0266 1.0266 1.0271
S1 1.0248 1.0248 1.0270 1.0257
S2 1.0221 1.0221 1.0266
S3 1.0176 1.0203 1.0262
S4 1.0131 1.0158 1.0249
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 1.0285 1.0210 0.0075 0.7% 0.0034 0.3% 85% True False 106
10 1.0285 1.0113 0.0172 1.7% 0.0033 0.3% 94% True False 77
20 1.0285 0.9990 0.0295 2.9% 0.0031 0.3% 96% True False 49
40 1.0285 0.9908 0.0377 3.7% 0.0024 0.2% 97% True False 39
60 1.0285 0.9740 0.0545 5.3% 0.0023 0.2% 98% True False 35
80 1.0285 0.9664 0.0621 6.0% 0.0021 0.2% 98% True False 35
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0403
1.618 1.0358
1.000 1.0330
0.618 1.0313
HIGH 1.0285
0.618 1.0268
0.500 1.0263
0.382 1.0257
LOW 1.0240
0.618 1.0212
1.000 1.0195
1.618 1.0167
2.618 1.0122
4.250 1.0049
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.0270 1.0266
PP 1.0266 1.0258
S1 1.0263 1.0250

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

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