CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.0400 1.0310 -0.0090 -0.9% 1.0550
High 1.0414 1.0409 -0.0005 0.0% 1.0550
Low 1.0264 1.0273 0.0009 0.1% 1.0264
Close 1.0280 1.0282 0.0002 0.0% 1.0282
Range 0.0150 0.0136 -0.0014 -9.3% 0.0286
ATR 0.0082 0.0086 0.0004 4.7% 0.0000
Volume 274 643 369 134.7% 1,692
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.0729 1.0642 1.0357
R3 1.0593 1.0506 1.0319
R2 1.0457 1.0457 1.0307
R1 1.0370 1.0370 1.0294 1.0346
PP 1.0321 1.0321 1.0321 1.0309
S1 1.0234 1.0234 1.0270 1.0210
S2 1.0185 1.0185 1.0257
S3 1.0049 1.0098 1.0245
S4 0.9913 0.9962 1.0207
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1223 1.1039 1.0439
R3 1.0937 1.0753 1.0361
R2 1.0651 1.0651 1.0334
R1 1.0467 1.0467 1.0308 1.0416
PP 1.0365 1.0365 1.0365 1.0340
S1 1.0181 1.0181 1.0256 1.0130
S2 1.0079 1.0079 1.0230
S3 0.9793 0.9895 1.0203
S4 0.9507 0.9609 1.0125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0550 1.0264 0.0286 2.8% 0.0109 1.1% 6% False False 338
10 1.0550 1.0264 0.0286 2.8% 0.0090 0.9% 6% False False 259
20 1.0550 1.0250 0.0300 2.9% 0.0083 0.8% 11% False False 215
40 1.0550 0.9985 0.0565 5.5% 0.0077 0.7% 53% False False 178
60 1.0550 0.9985 0.0565 5.5% 0.0062 0.6% 53% False False 137
80 1.0550 0.9908 0.0642 6.2% 0.0051 0.5% 58% False False 110
100 1.0550 0.9740 0.0810 7.9% 0.0045 0.4% 67% False False 92
120 1.0550 0.9664 0.0886 8.6% 0.0040 0.4% 70% False False 84
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0987
2.618 1.0765
1.618 1.0629
1.000 1.0545
0.618 1.0493
HIGH 1.0409
0.618 1.0357
0.500 1.0341
0.382 1.0325
LOW 1.0273
0.618 1.0189
1.000 1.0137
1.618 1.0053
2.618 0.9917
4.250 0.9695
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.0341 1.0369
PP 1.0321 1.0340
S1 1.0302 1.0311

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

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