CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.0030 1.0011 -0.0019 -0.2% 0.9900
High 1.0048 1.0011 -0.0037 -0.4% 1.0042
Low 1.0024 0.9949 -0.0075 -0.7% 0.9878
Close 1.0015 0.9957 -0.0058 -0.6% 1.0036
Range 0.0024 0.0062 0.0038 158.3% 0.0164
ATR
Volume 39 33 -6 -15.4% 484
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0158 1.0120 0.9991
R3 1.0096 1.0058 0.9974
R2 1.0034 1.0034 0.9968
R1 0.9996 0.9996 0.9963 0.9984
PP 0.9972 0.9972 0.9972 0.9967
S1 0.9934 0.9934 0.9951 0.9922
S2 0.9910 0.9910 0.9946
S3 0.9848 0.9872 0.9940
S4 0.9786 0.9810 0.9923
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0477 1.0421 1.0126
R3 1.0313 1.0257 1.0081
R2 1.0149 1.0149 1.0066
R1 1.0093 1.0093 1.0051 1.0121
PP 0.9985 0.9985 0.9985 1.0000
S1 0.9929 0.9929 1.0021 0.9957
S2 0.9821 0.9821 1.0006
S3 0.9657 0.9765 0.9991
S4 0.9493 0.9601 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0048 0.9949 0.0099 1.0% 0.0026 0.3% 8% False True 53
10 1.0048 0.9878 0.0170 1.7% 0.0038 0.4% 46% False False 60
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 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0275
2.618 1.0173
1.618 1.0111
1.000 1.0073
0.618 1.0049
HIGH 1.0011
0.618 0.9987
0.500 0.9980
0.382 0.9973
LOW 0.9949
0.618 0.9911
1.000 0.9887
1.618 0.9849
2.618 0.9787
4.250 0.9686
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 0.9980 0.9999
PP 0.9972 0.9985
S1 0.9965 0.9971

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

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