CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.0140 1.0212 0.0072 0.7% 1.0244
High 1.0210 1.0212 0.0002 0.0% 1.0244
Low 1.0140 1.0150 0.0010 0.1% 0.9985
Close 1.0177 1.0168 -0.0009 -0.1% 1.0099
Range 0.0070 0.0062 -0.0008 -11.4% 0.0259
ATR 0.0072 0.0072 -0.0001 -1.0% 0.0000
Volume 68 60 -8 -11.8% 882
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0363 1.0327 1.0202
R3 1.0301 1.0265 1.0185
R2 1.0239 1.0239 1.0179
R1 1.0203 1.0203 1.0174 1.0190
PP 1.0177 1.0177 1.0177 1.0170
S1 1.0141 1.0141 1.0162 1.0128
S2 1.0115 1.0115 1.0157
S3 1.0053 1.0079 1.0151
S4 0.9991 1.0017 1.0134
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 1.0212 0.9993 0.0219 2.2% 0.0087 0.9% 80% True False 176
10 1.0285 0.9985 0.0300 3.0% 0.0089 0.9% 61% False False 160
20 1.0285 0.9985 0.0300 3.0% 0.0059 0.6% 61% False False 113
40 1.0285 0.9908 0.0377 3.7% 0.0042 0.4% 69% False False 69
60 1.0285 0.9861 0.0424 4.2% 0.0032 0.3% 72% False False 52
80 1.0285 0.9676 0.0609 6.0% 0.0029 0.3% 81% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0374
1.618 1.0312
1.000 1.0274
0.618 1.0250
HIGH 1.0212
0.618 1.0188
0.500 1.0181
0.382 1.0174
LOW 1.0150
0.618 1.0112
1.000 1.0088
1.618 1.0050
2.618 0.9988
4.250 0.9887
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.0181 1.0164
PP 1.0177 1.0160
S1 1.0172 1.0156

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

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