CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 1.0400 1.0362 -0.0038 -0.4% 1.0344
High 1.0405 1.0390 -0.0015 -0.1% 1.0445
Low 1.0315 1.0320 0.0005 0.0% 1.0276
Close 1.0362 1.0346 -0.0016 -0.2% 1.0399
Range 0.0090 0.0070 -0.0020 -22.2% 0.0169
ATR 0.0064 0.0064 0.0000 0.7% 0.0000
Volume 48 193 145 302.1% 921
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0562 1.0524 1.0385
R3 1.0492 1.0454 1.0365
R2 1.0422 1.0422 1.0359
R1 1.0384 1.0384 1.0352 1.0368
PP 1.0352 1.0352 1.0352 1.0344
S1 1.0314 1.0314 1.0340 1.0298
S2 1.0282 1.0282 1.0333
S3 1.0212 1.0244 1.0327
S4 1.0142 1.0174 1.0308
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0880 1.0809 1.0492
R3 1.0711 1.0640 1.0445
R2 1.0542 1.0542 1.0430
R1 1.0471 1.0471 1.0414 1.0507
PP 1.0373 1.0373 1.0373 1.0391
S1 1.0302 1.0302 1.0384 1.0338
S2 1.0204 1.0204 1.0368
S3 1.0035 1.0133 1.0353
S4 0.9866 0.9964 1.0306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0445 1.0315 0.0130 1.3% 0.0060 0.6% 24% False False 160
10 1.0445 1.0244 0.0201 1.9% 0.0061 0.6% 51% False False 158
20 1.0445 1.0035 0.0410 4.0% 0.0058 0.6% 76% False False 125
40 1.0445 0.9985 0.0460 4.4% 0.0055 0.5% 78% False False 111
60 1.0445 0.9908 0.0537 5.2% 0.0044 0.4% 82% False False 85
80 1.0445 0.9740 0.0705 6.8% 0.0037 0.4% 86% False False 67
100 1.0445 0.9676 0.0769 7.4% 0.0033 0.3% 87% False False 63
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0688
2.618 1.0573
1.618 1.0503
1.000 1.0460
0.618 1.0433
HIGH 1.0390
0.618 1.0363
0.500 1.0355
0.382 1.0347
LOW 1.0320
0.618 1.0277
1.000 1.0250
1.618 1.0207
2.618 1.0137
4.250 1.0023
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 1.0355 1.0375
PP 1.0352 1.0365
S1 1.0349 1.0356

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

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