CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.0475 1.0550 0.0075 0.7% 1.0450
High 1.0542 1.0550 0.0008 0.1% 1.0542
Low 1.0438 1.0470 0.0032 0.3% 1.0405
Close 1.0535 1.0495 -0.0040 -0.4% 1.0535
Range 0.0104 0.0080 -0.0024 -23.1% 0.0137
ATR 0.0074 0.0075 0.0000 0.6% 0.0000
Volume 245 205 -40 -16.3% 904
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.0745 1.0700 1.0539
R3 1.0665 1.0620 1.0517
R2 1.0585 1.0585 1.0510
R1 1.0540 1.0540 1.0502 1.0523
PP 1.0505 1.0505 1.0505 1.0496
S1 1.0460 1.0460 1.0488 1.0443
S2 1.0425 1.0425 1.0480
S3 1.0345 1.0380 1.0473
S4 1.0265 1.0300 1.0451
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0905 1.0857 1.0610
R3 1.0768 1.0720 1.0573
R2 1.0631 1.0631 1.0560
R1 1.0583 1.0583 1.0548 1.0607
PP 1.0494 1.0494 1.0494 1.0506
S1 1.0446 1.0446 1.0522 1.0470
S2 1.0357 1.0357 1.0510
S3 1.0220 1.0309 1.0497
S4 1.0083 1.0172 1.0460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0550 1.0405 0.0145 1.4% 0.0076 0.7% 62% True False 189
10 1.0550 1.0250 0.0300 2.9% 0.0082 0.8% 82% True False 206
20 1.0550 1.0250 0.0300 2.9% 0.0073 0.7% 82% True False 181
40 1.0550 0.9985 0.0565 5.4% 0.0070 0.7% 90% True False 156
60 1.0550 0.9981 0.0569 5.4% 0.0057 0.5% 90% True False 116
80 1.0550 0.9908 0.0642 6.1% 0.0046 0.4% 91% True False 93
100 1.0550 0.9740 0.0810 7.7% 0.0041 0.4% 93% True False 82
120 1.0550 0.9664 0.0886 8.4% 0.0037 0.4% 94% True False 72
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0759
1.618 1.0679
1.000 1.0630
0.618 1.0599
HIGH 1.0550
0.618 1.0519
0.500 1.0510
0.382 1.0501
LOW 1.0470
0.618 1.0421
1.000 1.0390
1.618 1.0341
2.618 1.0261
4.250 1.0130
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.0510 1.0495
PP 1.0505 1.0494
S1 1.0500 1.0494

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

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