CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.0269 1.0195 -0.0074 -0.7% 1.0262
High 1.0269 1.0255 -0.0014 -0.1% 1.0285
Low 1.0193 1.0160 -0.0033 -0.3% 1.0160
Close 1.0206 1.0233 0.0027 0.3% 1.0233
Range 0.0076 0.0095 0.0019 25.0% 0.0125
ATR 0.0045 0.0049 0.0004 7.9% 0.0000
Volume 145 275 130 89.7% 855
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0501 1.0462 1.0285
R3 1.0406 1.0367 1.0259
R2 1.0311 1.0311 1.0250
R1 1.0272 1.0272 1.0242 1.0292
PP 1.0216 1.0216 1.0216 1.0226
S1 1.0177 1.0177 1.0224 1.0197
S2 1.0121 1.0121 1.0216
S3 1.0026 1.0082 1.0207
S4 0.9931 0.9987 1.0181
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0601 1.0542 1.0302
R3 1.0476 1.0417 1.0267
R2 1.0351 1.0351 1.0256
R1 1.0292 1.0292 1.0244 1.0259
PP 1.0226 1.0226 1.0226 1.0210
S1 1.0167 1.0167 1.0222 1.0134
S2 1.0101 1.0101 1.0210
S3 0.9976 1.0042 1.0199
S4 0.9851 0.9917 1.0164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0160 0.0125 1.2% 0.0057 0.6% 58% False True 171
10 1.0285 1.0160 0.0125 1.2% 0.0048 0.5% 58% False True 115
20 1.0285 1.0015 0.0270 2.6% 0.0037 0.4% 81% False False 67
40 1.0285 0.9908 0.0377 3.7% 0.0028 0.3% 86% False False 49
60 1.0285 0.9740 0.0545 5.3% 0.0024 0.2% 90% False False 38
80 1.0285 0.9664 0.0621 6.1% 0.0022 0.2% 92% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 1.0659
2.618 1.0504
1.618 1.0409
1.000 1.0350
0.618 1.0314
HIGH 1.0255
0.618 1.0219
0.500 1.0208
0.382 1.0196
LOW 1.0160
0.618 1.0101
1.000 1.0065
1.618 1.0006
2.618 0.9911
4.250 0.9756
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.0225 1.0230
PP 1.0216 1.0226
S1 1.0208 1.0223

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

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