CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.0200 1.0187 -0.0013 -0.1% 1.0229
High 1.0218 1.0222 0.0004 0.0% 1.0236
Low 1.0160 1.0179 0.0019 0.2% 1.0158
Close 1.0192 1.0210 0.0018 0.2% 1.0210
Range 0.0058 0.0043 -0.0015 -25.9% 0.0078
ATR 0.0085 0.0082 -0.0003 -3.5% 0.0000
Volume 712 755 43 6.0% 3,496
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0333 1.0314 1.0234
R3 1.0290 1.0271 1.0222
R2 1.0247 1.0247 1.0218
R1 1.0228 1.0228 1.0214 1.0238
PP 1.0204 1.0204 1.0204 1.0208
S1 1.0185 1.0185 1.0206 1.0195
S2 1.0161 1.0161 1.0202
S3 1.0118 1.0142 1.0198
S4 1.0075 1.0099 1.0186
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0435 1.0401 1.0253
R3 1.0357 1.0323 1.0231
R2 1.0279 1.0279 1.0224
R1 1.0245 1.0245 1.0217 1.0223
PP 1.0201 1.0201 1.0201 1.0191
S1 1.0167 1.0167 1.0203 1.0145
S2 1.0123 1.0123 1.0196
S3 1.0045 1.0089 1.0189
S4 0.9967 1.0011 1.0167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0236 1.0158 0.0078 0.8% 0.0057 0.6% 67% False False 699
10 1.0335 1.0158 0.0177 1.7% 0.0070 0.7% 29% False False 592
20 1.0550 1.0158 0.0392 3.8% 0.0090 0.9% 13% False False 527
40 1.0550 1.0158 0.0392 3.8% 0.0081 0.8% 13% False False 350
60 1.0550 0.9985 0.0565 5.5% 0.0076 0.7% 40% False False 276
80 1.0550 0.9981 0.0569 5.6% 0.0064 0.6% 40% False False 217
100 1.0550 0.9908 0.0642 6.3% 0.0054 0.5% 47% False False 178
120 1.0550 0.9740 0.0810 7.9% 0.0049 0.5% 58% False False 155
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0405
2.618 1.0335
1.618 1.0292
1.000 1.0265
0.618 1.0249
HIGH 1.0222
0.618 1.0206
0.500 1.0201
0.382 1.0195
LOW 1.0179
0.618 1.0152
1.000 1.0136
1.618 1.0109
2.618 1.0066
4.250 0.9996
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.0207 1.0205
PP 1.0204 1.0200
S1 1.0201 1.0196

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

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