CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.0190 1.0165 -0.0025 -0.2% 1.0187
High 1.0209 1.0206 -0.0003 0.0% 1.0316
Low 1.0081 1.0111 0.0030 0.3% 1.0081
Close 1.0112 1.0177 0.0065 0.6% 1.0177
Range 0.0128 0.0095 -0.0033 -25.8% 0.0235
ATR 0.0094 0.0094 0.0000 0.1% 0.0000
Volume 112,857 83,491 -29,366 -26.0% 472,760
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0450 1.0408 1.0229
R3 1.0355 1.0313 1.0203
R2 1.0260 1.0260 1.0194
R1 1.0218 1.0218 1.0186 1.0239
PP 1.0165 1.0165 1.0165 1.0175
S1 1.0123 1.0123 1.0168 1.0144
S2 1.0070 1.0070 1.0160
S3 0.9975 1.0028 1.0151
S4 0.9880 0.9933 1.0125
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0896 1.0772 1.0306
R3 1.0661 1.0537 1.0242
R2 1.0426 1.0426 1.0220
R1 1.0302 1.0302 1.0199 1.0247
PP 1.0191 1.0191 1.0191 1.0164
S1 1.0067 1.0067 1.0155 1.0012
S2 0.9956 0.9956 1.0134
S3 0.9721 0.9832 1.0112
S4 0.9486 0.9597 1.0048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0316 1.0081 0.0235 2.3% 0.0109 1.1% 41% False False 94,552
10 1.0316 1.0081 0.0235 2.3% 0.0095 0.9% 41% False False 69,610
20 1.0335 1.0081 0.0254 2.5% 0.0089 0.9% 38% False False 35,834
40 1.0550 1.0081 0.0469 4.6% 0.0090 0.9% 20% False False 18,109
60 1.0550 1.0081 0.0469 4.6% 0.0081 0.8% 20% False False 12,120
80 1.0550 0.9985 0.0565 5.6% 0.0076 0.7% 34% False False 9,119
100 1.0550 0.9908 0.0642 6.3% 0.0066 0.6% 42% False False 7,301
120 1.0550 0.9908 0.0642 6.3% 0.0057 0.6% 42% False False 6,087
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0610
2.618 1.0455
1.618 1.0360
1.000 1.0301
0.618 1.0265
HIGH 1.0206
0.618 1.0170
0.500 1.0159
0.382 1.0147
LOW 1.0111
0.618 1.0052
1.000 1.0016
1.618 0.9957
2.618 0.9862
4.250 0.9707
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.0171 1.0199
PP 1.0165 1.0191
S1 1.0159 1.0184

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

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