CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.0125 1.0140 0.0015 0.1% 1.0244
High 1.0155 1.0210 0.0055 0.5% 1.0244
Low 1.0100 1.0140 0.0040 0.4% 0.9985
Close 1.0099 1.0177 0.0078 0.8% 1.0099
Range 0.0055 0.0070 0.0015 27.3% 0.0259
ATR 0.0069 0.0072 0.0003 4.3% 0.0000
Volume 99 68 -31 -31.3% 882
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0386 1.0351 1.0216
R3 1.0316 1.0281 1.0196
R2 1.0246 1.0246 1.0190
R1 1.0211 1.0211 1.0183 1.0229
PP 1.0176 1.0176 1.0176 1.0184
S1 1.0141 1.0141 1.0171 1.0159
S2 1.0106 1.0106 1.0164
S3 1.0036 1.0071 1.0158
S4 0.9966 1.0001 1.0139
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0886 1.0752 1.0241
R3 1.0627 1.0493 1.0170
R2 1.0368 1.0368 1.0146
R1 1.0234 1.0234 1.0123 1.0172
PP 1.0109 1.0109 1.0109 1.0078
S1 0.9975 0.9975 1.0075 0.9913
S2 0.9850 0.9850 1.0052
S3 0.9591 0.9716 1.0028
S4 0.9332 0.9457 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0210 0.9985 0.0225 2.2% 0.0113 1.1% 85% True False 169
10 1.0285 0.9985 0.0300 2.9% 0.0084 0.8% 64% False False 170
20 1.0285 0.9985 0.0300 2.9% 0.0059 0.6% 64% False False 111
40 1.0285 0.9908 0.0377 3.7% 0.0040 0.4% 71% False False 68
60 1.0285 0.9798 0.0487 4.8% 0.0033 0.3% 78% False False 51
80 1.0285 0.9676 0.0609 6.0% 0.0029 0.3% 82% False False 49
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0393
1.618 1.0323
1.000 1.0280
0.618 1.0253
HIGH 1.0210
0.618 1.0183
0.500 1.0175
0.382 1.0167
LOW 1.0140
0.618 1.0097
1.000 1.0070
1.618 1.0027
2.618 0.9957
4.250 0.9843
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.0176 1.0159
PP 1.0176 1.0141
S1 1.0175 1.0123

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

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