CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.0108 1.0028 -0.0080 -0.8% 1.0138
High 1.0130 1.0083 -0.0047 -0.5% 1.0170
Low 1.0019 0.9967 -0.0052 -0.5% 1.0019
Close 1.0025 1.0027 0.0002 0.0% 1.0025
Range 0.0111 0.0116 0.0005 4.5% 0.0151
ATR 0.0100 0.0101 0.0001 1.2% 0.0000
Volume 102,334 115,795 13,461 13.2% 395,582
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0374 1.0316 1.0091
R3 1.0258 1.0200 1.0059
R2 1.0142 1.0142 1.0048
R1 1.0084 1.0084 1.0038 1.0055
PP 1.0026 1.0026 1.0026 1.0011
S1 0.9968 0.9968 1.0016 0.9939
S2 0.9910 0.9910 1.0006
S3 0.9794 0.9852 0.9995
S4 0.9678 0.9736 0.9963
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0524 1.0426 1.0108
R3 1.0373 1.0275 1.0067
R2 1.0222 1.0222 1.0053
R1 1.0124 1.0124 1.0039 1.0098
PP 1.0071 1.0071 1.0071 1.0058
S1 0.9973 0.9973 1.0011 0.9947
S2 0.9920 0.9920 0.9997
S3 0.9769 0.9822 0.9983
S4 0.9618 0.9671 0.9942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0170 0.9967 0.0203 2.0% 0.0101 1.0% 30% False True 102,275
10 1.0278 0.9967 0.0311 3.1% 0.0093 0.9% 19% False True 87,140
20 1.0278 0.9967 0.0311 3.1% 0.0094 0.9% 19% False True 84,894
40 1.0617 0.9967 0.0650 6.5% 0.0107 1.1% 9% False True 96,142
60 1.0617 0.9967 0.0650 6.5% 0.0103 1.0% 9% False True 90,422
80 1.0617 0.9967 0.0650 6.5% 0.0100 1.0% 9% False True 75,737
100 1.0617 0.9967 0.0650 6.5% 0.0098 1.0% 9% False True 60,665
120 1.0617 0.9967 0.0650 6.5% 0.0092 0.9% 9% False True 50,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0576
2.618 1.0387
1.618 1.0271
1.000 1.0199
0.618 1.0155
HIGH 1.0083
0.618 1.0039
0.500 1.0025
0.382 1.0011
LOW 0.9967
0.618 0.9895
1.000 0.9851
1.618 0.9779
2.618 0.9663
4.250 0.9474
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.0026 1.0069
PP 1.0026 1.0055
S1 1.0025 1.0041

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

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