CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.0400 1.0464 0.0064 0.6% 1.0382
High 1.0489 1.0470 -0.0019 -0.2% 1.0489
Low 1.0374 1.0361 -0.0013 -0.1% 1.0208
Close 1.0445 1.0405 -0.0040 -0.4% 1.0445
Range 0.0115 0.0109 -0.0006 -5.2% 0.0281
ATR 0.0097 0.0098 0.0001 0.9% 0.0000
Volume 70,688 59,586 -11,102 -15.7% 411,732
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0739 1.0681 1.0465
R3 1.0630 1.0572 1.0435
R2 1.0521 1.0521 1.0425
R1 1.0463 1.0463 1.0415 1.0438
PP 1.0412 1.0412 1.0412 1.0399
S1 1.0354 1.0354 1.0395 1.0329
S2 1.0303 1.0303 1.0385
S3 1.0194 1.0245 1.0375
S4 1.0085 1.0136 1.0345
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1224 1.1115 1.0600
R3 1.0943 1.0834 1.0522
R2 1.0662 1.0662 1.0497
R1 1.0553 1.0553 1.0471 1.0608
PP 1.0381 1.0381 1.0381 1.0408
S1 1.0272 1.0272 1.0419 1.0327
S2 1.0100 1.0100 1.0393
S3 0.9819 0.9991 1.0368
S4 0.9538 0.9710 1.0290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0489 1.0208 0.0281 2.7% 0.0112 1.1% 70% False False 78,915
10 1.0489 1.0208 0.0281 2.7% 0.0102 1.0% 70% False False 75,822
20 1.0489 1.0067 0.0422 4.1% 0.0096 0.9% 80% False False 77,786
40 1.0489 1.0067 0.0422 4.1% 0.0093 0.9% 80% False False 56,810
60 1.0550 1.0067 0.0483 4.6% 0.0092 0.9% 70% False False 38,002
80 1.0550 1.0067 0.0483 4.6% 0.0085 0.8% 70% False False 28,537
100 1.0550 0.9985 0.0565 5.4% 0.0080 0.8% 74% False False 22,852
120 1.0550 0.9908 0.0642 6.2% 0.0071 0.7% 77% False False 19,048
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0933
2.618 1.0755
1.618 1.0646
1.000 1.0579
0.618 1.0537
HIGH 1.0470
0.618 1.0428
0.500 1.0416
0.382 1.0403
LOW 1.0361
0.618 1.0294
1.000 1.0252
1.618 1.0185
2.618 1.0076
4.250 0.9898
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.0416 1.0425
PP 1.0412 1.0418
S1 1.0409 1.0412

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

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