CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 1.0245 1.0187 -0.0058 -0.6% 1.0207
High 1.0271 1.0230 -0.0041 -0.4% 1.0271
Low 1.0181 1.0176 -0.0005 0.0% 1.0156
Close 1.0212 1.0216 0.0004 0.0% 1.0212
Range 0.0090 0.0054 -0.0036 -40.0% 0.0115
ATR 0.0086 0.0084 -0.0002 -2.7% 0.0000
Volume 94,182 60,836 -33,346 -35.4% 223,343
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0369 1.0347 1.0246
R3 1.0315 1.0293 1.0231
R2 1.0261 1.0261 1.0226
R1 1.0239 1.0239 1.0221 1.0250
PP 1.0207 1.0207 1.0207 1.0213
S1 1.0185 1.0185 1.0211 1.0196
S2 1.0153 1.0153 1.0206
S3 1.0099 1.0131 1.0201
S4 1.0045 1.0077 1.0186
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% 52% False False 53,606
10 1.0330 1.0124 0.0206 2.0% 0.0088 0.9% 45% False False 30,069
20 1.0335 1.0124 0.0211 2.1% 0.0079 0.8% 44% False False 15,331
40 1.0550 1.0124 0.0426 4.2% 0.0087 0.8% 22% False False 7,830
60 1.0550 1.0100 0.0450 4.4% 0.0077 0.8% 26% False False 5,260
80 1.0550 0.9985 0.0565 5.5% 0.0072 0.7% 41% False False 3,971
100 1.0550 0.9908 0.0642 6.3% 0.0062 0.6% 48% False False 3,183
120 1.0550 0.9755 0.0795 7.8% 0.0054 0.5% 58% False False 2,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0460
2.618 1.0371
1.618 1.0317
1.000 1.0284
0.618 1.0263
HIGH 1.0230
0.618 1.0209
0.500 1.0203
0.382 1.0197
LOW 1.0176
0.618 1.0143
1.000 1.0122
1.618 1.0089
2.618 1.0035
4.250 0.9947
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 1.0212 1.0218
PP 1.0207 1.0217
S1 1.0203 1.0217

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

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