CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 1.0208 1.0200 -0.0008 -0.1% 1.0273
High 1.0233 1.0218 -0.0015 -0.1% 1.0335
Low 1.0158 1.0160 0.0002 0.0% 1.0176
Close 1.0205 1.0192 -0.0013 -0.1% 1.0258
Range 0.0075 0.0058 -0.0017 -22.7% 0.0159
ATR 0.0087 0.0085 -0.0002 -2.4% 0.0000
Volume 446 712 266 59.6% 2,425
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 1.0364 1.0336 1.0224
R3 1.0306 1.0278 1.0208
R2 1.0248 1.0248 1.0203
R1 1.0220 1.0220 1.0197 1.0205
PP 1.0190 1.0190 1.0190 1.0183
S1 1.0162 1.0162 1.0187 1.0147
S2 1.0132 1.0132 1.0181
S3 1.0074 1.0104 1.0176
S4 1.0016 1.0046 1.0160
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0733 1.0655 1.0345
R3 1.0574 1.0496 1.0302
R2 1.0415 1.0415 1.0287
R1 1.0337 1.0337 1.0273 1.0297
PP 1.0256 1.0256 1.0256 1.0236
S1 1.0178 1.0178 1.0243 1.0138
S2 1.0097 1.0097 1.0229
S3 0.9938 1.0019 1.0214
S4 0.9779 0.9860 1.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0335 1.0158 0.0177 1.7% 0.0075 0.7% 19% False False 662
10 1.0376 1.0158 0.0218 2.1% 0.0080 0.8% 16% False False 577
20 1.0550 1.0158 0.0392 3.8% 0.0093 0.9% 9% False False 502
40 1.0550 1.0158 0.0392 3.8% 0.0081 0.8% 9% False False 335
60 1.0550 0.9985 0.0565 5.5% 0.0076 0.7% 37% False False 265
80 1.0550 0.9981 0.0569 5.6% 0.0064 0.6% 37% False False 208
100 1.0550 0.9908 0.0642 6.3% 0.0054 0.5% 44% False False 170
120 1.0550 0.9740 0.0810 7.9% 0.0048 0.5% 56% False False 149
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0465
2.618 1.0370
1.618 1.0312
1.000 1.0276
0.618 1.0254
HIGH 1.0218
0.618 1.0196
0.500 1.0189
0.382 1.0182
LOW 1.0160
0.618 1.0124
1.000 1.0102
1.618 1.0066
2.618 1.0008
4.250 0.9914
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 1.0191 1.0196
PP 1.0190 1.0194
S1 1.0189 1.0193

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

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