CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.0344 1.0408 0.0064 0.6% 1.0408
High 1.0431 1.0437 0.0006 0.1% 1.0437
Low 1.0326 1.0327 0.0001 0.0% 1.0297
Close 1.0407 1.0383 -0.0024 -0.2% 1.0383
Range 0.0105 0.0110 0.0005 4.8% 0.0140
ATR 0.0091 0.0093 0.0001 1.5% 0.0000
Volume 72,458 90,108 17,650 24.4% 286,908
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0712 1.0658 1.0444
R3 1.0602 1.0548 1.0413
R2 1.0492 1.0492 1.0403
R1 1.0438 1.0438 1.0393 1.0410
PP 1.0382 1.0382 1.0382 1.0369
S1 1.0328 1.0328 1.0373 1.0300
S2 1.0272 1.0272 1.0363
S3 1.0162 1.0218 1.0353
S4 1.0052 1.0108 1.0323
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0792 1.0728 1.0460
R3 1.0652 1.0588 1.0422
R2 1.0512 1.0512 1.0409
R1 1.0448 1.0448 1.0396 1.0410
PP 1.0372 1.0372 1.0372 1.0354
S1 1.0308 1.0308 1.0370 1.0270
S2 1.0232 1.0232 1.0357
S3 1.0092 1.0168 1.0345
S4 0.9952 1.0028 1.0306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0437 1.0297 0.0140 1.3% 0.0089 0.9% 61% True False 68,403
10 1.0437 1.0067 0.0370 3.6% 0.0093 0.9% 85% True False 76,783
20 1.0437 1.0067 0.0370 3.6% 0.0096 0.9% 85% True False 82,568
40 1.0437 1.0067 0.0370 3.6% 0.0090 0.9% 85% True False 45,103
60 1.0550 1.0067 0.0483 4.7% 0.0090 0.9% 65% False False 30,164
80 1.0550 0.9993 0.0557 5.4% 0.0083 0.8% 70% False False 22,658
100 1.0550 0.9985 0.0565 5.4% 0.0075 0.7% 70% False False 18,141
120 1.0550 0.9908 0.0642 6.2% 0.0067 0.6% 74% False False 15,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0905
2.618 1.0725
1.618 1.0615
1.000 1.0547
0.618 1.0505
HIGH 1.0437
0.618 1.0395
0.500 1.0382
0.382 1.0369
LOW 1.0327
0.618 1.0259
1.000 1.0217
1.618 1.0149
2.618 1.0039
4.250 0.9860
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.0383 1.0378
PP 1.0382 1.0372
S1 1.0382 1.0367

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

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