CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.0130 1.0055 -0.0075 -0.7% 1.0262
High 1.0153 1.0123 -0.0030 -0.3% 1.0285
Low 0.9993 1.0035 0.0042 0.4% 1.0160
Close 1.0039 1.0087 0.0048 0.5% 1.0233
Range 0.0160 0.0088 -0.0072 -45.0% 0.0125
ATR 0.0068 0.0070 0.0001 2.1% 0.0000
Volume 486 170 -316 -65.0% 855
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0346 1.0304 1.0135
R3 1.0258 1.0216 1.0111
R2 1.0170 1.0170 1.0103
R1 1.0128 1.0128 1.0095 1.0149
PP 1.0082 1.0082 1.0082 1.0092
S1 1.0040 1.0040 1.0079 1.0061
S2 0.9994 0.9994 1.0071
S3 0.9906 0.9952 1.0063
S4 0.9818 0.9864 1.0039
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 1.0255 0.9985 0.0270 2.7% 0.0115 1.1% 38% False False 211
10 1.0285 0.9985 0.0300 3.0% 0.0080 0.8% 34% False False 165
20 1.0285 0.9985 0.0300 3.0% 0.0056 0.6% 34% False False 103
40 1.0285 0.9908 0.0377 3.7% 0.0038 0.4% 47% False False 66
60 1.0285 0.9755 0.0530 5.3% 0.0030 0.3% 63% False False 50
80 1.0285 0.9676 0.0609 6.0% 0.0027 0.3% 67% False False 48
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0497
2.618 1.0353
1.618 1.0265
1.000 1.0211
0.618 1.0177
HIGH 1.0123
0.618 1.0089
0.500 1.0079
0.382 1.0069
LOW 1.0035
0.618 0.9981
1.000 0.9947
1.618 0.9893
2.618 0.9805
4.250 0.9661
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.0084 1.0085
PP 1.0082 1.0082
S1 1.0079 1.0080

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

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