CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.0175 1.0130 -0.0045 -0.4% 1.0262
High 1.0175 1.0153 -0.0022 -0.2% 1.0285
Low 0.9985 0.9993 0.0008 0.1% 1.0160
Close 1.0139 1.0039 -0.0100 -1.0% 1.0233
Range 0.0190 0.0160 -0.0030 -15.8% 0.0125
ATR 0.0061 0.0068 0.0007 11.6% 0.0000
Volume 25 486 461 1,844.0% 855
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0542 1.0450 1.0127
R3 1.0382 1.0290 1.0083
R2 1.0222 1.0222 1.0068
R1 1.0130 1.0130 1.0054 1.0096
PP 1.0062 1.0062 1.0062 1.0045
S1 0.9970 0.9970 1.0024 0.9936
S2 0.9902 0.9902 1.0010
S3 0.9742 0.9810 0.9995
S4 0.9582 0.9650 0.9951
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 1.0269 0.9985 0.0284 2.8% 0.0113 1.1% 19% False False 206
10 1.0285 0.9985 0.0300 3.0% 0.0074 0.7% 18% False False 156
20 1.0285 0.9985 0.0300 3.0% 0.0052 0.5% 18% False False 96
40 1.0285 0.9908 0.0377 3.8% 0.0037 0.4% 35% False False 64
60 1.0285 0.9740 0.0545 5.4% 0.0030 0.3% 55% False False 47
80 1.0285 0.9676 0.0609 6.1% 0.0026 0.3% 60% False False 47
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0833
2.618 1.0572
1.618 1.0412
1.000 1.0313
0.618 1.0252
HIGH 1.0153
0.618 1.0092
0.500 1.0073
0.382 1.0054
LOW 0.9993
0.618 0.9894
1.000 0.9833
1.618 0.9734
2.618 0.9574
4.250 0.9313
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.0073 1.0115
PP 1.0062 1.0089
S1 1.0050 1.0064

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

View Archives - Comment on this page... - Back to Index of Symbols