CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.0185 1.0245 0.0060 0.6% 1.0207
High 1.0259 1.0271 0.0012 0.1% 1.0271
Low 1.0165 1.0181 0.0016 0.2% 1.0156
Close 1.0245 1.0212 -0.0033 -0.3% 1.0212
Range 0.0094 0.0090 -0.0004 -4.3% 0.0115
ATR 0.0086 0.0086 0.0000 0.4% 0.0000
Volume 54,214 94,182 39,968 73.7% 223,343
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0491 1.0442 1.0262
R3 1.0401 1.0352 1.0237
R2 1.0311 1.0311 1.0229
R1 1.0262 1.0262 1.0220 1.0242
PP 1.0221 1.0221 1.0221 1.0211
S1 1.0172 1.0172 1.0204 1.0152
S2 1.0131 1.0131 1.0196
S3 1.0041 1.0082 1.0187
S4 0.9951 0.9992 1.0163
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0558 1.0500 1.0275
R3 1.0443 1.0385 1.0244
R2 1.0328 1.0328 1.0233
R1 1.0270 1.0270 1.0223 1.0299
PP 1.0213 1.0213 1.0213 1.0228
S1 1.0155 1.0155 1.0201 1.0184
S2 1.0098 1.0098 1.0191
S3 0.9983 1.0040 1.0180
S4 0.9868 0.9925 1.0149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0271 1.0156 0.0115 1.1% 0.0081 0.8% 49% True False 44,668
10 1.0330 1.0124 0.0206 2.0% 0.0087 0.8% 43% False False 24,061
20 1.0376 1.0124 0.0252 2.5% 0.0083 0.8% 35% False False 12,319
40 1.0550 1.0124 0.0426 4.2% 0.0087 0.9% 21% False False 6,311
60 1.0550 1.0035 0.0515 5.0% 0.0078 0.8% 34% False False 4,249
80 1.0550 0.9985 0.0565 5.5% 0.0071 0.7% 40% False False 3,211
100 1.0550 0.9908 0.0642 6.3% 0.0061 0.6% 47% False False 2,575
120 1.0550 0.9740 0.0810 7.9% 0.0054 0.5% 58% False False 2,148
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 False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0654
2.618 1.0507
1.618 1.0417
1.000 1.0361
0.618 1.0327
HIGH 1.0271
0.618 1.0237
0.500 1.0226
0.382 1.0215
LOW 1.0181
0.618 1.0125
1.000 1.0091
1.618 1.0035
2.618 0.9945
4.250 0.9799
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.0226 1.0214
PP 1.0221 1.0213
S1 1.0217 1.0213

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

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