CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.0239 1.0138 -0.0101 -1.0% 1.0172
High 1.0248 1.0154 -0.0094 -0.9% 1.0278
Low 1.0151 1.0030 -0.0121 -1.2% 1.0146
Close 1.0154 1.0097 -0.0057 -0.6% 1.0154
Range 0.0097 0.0124 0.0027 27.8% 0.0132
ATR 0.0101 0.0102 0.0002 1.6% 0.0000
Volume 79,258 140,322 61,064 77.0% 360,029
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0466 1.0405 1.0165
R3 1.0342 1.0281 1.0131
R2 1.0218 1.0218 1.0120
R1 1.0157 1.0157 1.0108 1.0126
PP 1.0094 1.0094 1.0094 1.0078
S1 1.0033 1.0033 1.0086 1.0002
S2 0.9970 0.9970 1.0074
S3 0.9846 0.9909 1.0063
S4 0.9722 0.9785 1.0029
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0589 1.0503 1.0227
R3 1.0457 1.0371 1.0190
R2 1.0325 1.0325 1.0178
R1 1.0239 1.0239 1.0166 1.0216
PP 1.0193 1.0193 1.0193 1.0181
S1 1.0107 1.0107 1.0142 1.0084
S2 1.0061 1.0061 1.0130
S3 0.9929 0.9975 1.0118
S4 0.9797 0.9843 1.0081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0278 1.0030 0.0248 2.5% 0.0086 0.8% 27% False True 86,986
10 1.0278 1.0030 0.0248 2.5% 0.0089 0.9% 27% False True 84,594
20 1.0278 0.9980 0.0298 3.0% 0.0108 1.1% 39% False False 95,644
40 1.0617 0.9980 0.0637 6.3% 0.0109 1.1% 18% False False 95,241
60 1.0617 0.9980 0.0637 6.3% 0.0105 1.0% 18% False False 90,726
80 1.0617 0.9980 0.0637 6.3% 0.0099 1.0% 18% False False 71,124
100 1.0617 0.9980 0.0637 6.3% 0.0098 1.0% 18% False False 56,960
120 1.0617 0.9980 0.0637 6.3% 0.0091 0.9% 18% False False 47,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0681
2.618 1.0479
1.618 1.0355
1.000 1.0278
0.618 1.0231
HIGH 1.0154
0.618 1.0107
0.500 1.0092
0.382 1.0077
LOW 1.0030
0.618 0.9953
1.000 0.9906
1.618 0.9829
2.618 0.9705
4.250 0.9503
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.0095 1.0149
PP 1.0094 1.0131
S1 1.0092 1.0114

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

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