CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.0277 1.0279 0.0002 0.0% 1.0243
High 1.0290 1.0279 -0.0011 -0.1% 1.0290
Low 1.0250 1.0194 -0.0056 -0.5% 1.0157
Close 1.0260 1.0233 -0.0027 -0.3% 1.0233
Range 0.0040 0.0085 0.0045 112.5% 0.0133
ATR 0.0069 0.0070 0.0001 1.7% 0.0000
Volume 95 79 -16 -16.8% 392
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0490 1.0447 1.0280
R3 1.0405 1.0362 1.0256
R2 1.0320 1.0320 1.0249
R1 1.0277 1.0277 1.0241 1.0256
PP 1.0235 1.0235 1.0235 1.0225
S1 1.0192 1.0192 1.0225 1.0171
S2 1.0150 1.0150 1.0217
S3 1.0065 1.0107 1.0210
S4 0.9980 1.0022 1.0186
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0626 1.0562 1.0306
R3 1.0493 1.0429 1.0270
R2 1.0360 1.0360 1.0257
R1 1.0296 1.0296 1.0245 1.0262
PP 1.0227 1.0227 1.0227 1.0209
S1 1.0163 1.0163 1.0221 1.0129
S2 1.0094 1.0094 1.0209
S3 0.9961 1.0030 1.0196
S4 0.9828 0.9897 1.0160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0290 1.0157 0.0133 1.3% 0.0056 0.5% 57% False False 78
10 1.0410 1.0157 0.0253 2.5% 0.0059 0.6% 30% False False 57
20 1.0510 1.0157 0.0353 3.4% 0.0061 0.6% 22% False False 63
40 1.0510 1.0129 0.0381 3.7% 0.0054 0.5% 27% False False 52
60 1.0510 0.9981 0.0529 5.2% 0.0051 0.5% 48% False False 52
80 1.0510 0.9878 0.0632 6.2% 0.0047 0.5% 56% False False 54
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 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0640
2.618 1.0502
1.618 1.0417
1.000 1.0364
0.618 1.0332
HIGH 1.0279
0.618 1.0247
0.500 1.0237
0.382 1.0226
LOW 1.0194
0.618 1.0141
1.000 1.0109
1.618 1.0056
2.618 0.9971
4.250 0.9833
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.0237 1.0242
PP 1.0235 1.0239
S1 1.0234 1.0236

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

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