CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.0224 1.0163 -0.0061 -0.6% 1.0187
High 1.0224 1.0205 -0.0019 -0.2% 1.0202
Low 1.0185 1.0148 -0.0037 -0.4% 1.0137
Close 1.0204 1.0193 -0.0011 -0.1% 1.0186
Range 0.0039 0.0057 0.0018 46.2% 0.0065
ATR 0.0068 0.0067 -0.0001 -1.1% 0.0000
Volume 389 98 -291 -74.8% 370
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0353 1.0330 1.0224
R3 1.0296 1.0273 1.0209
R2 1.0239 1.0239 1.0203
R1 1.0216 1.0216 1.0198 1.0228
PP 1.0182 1.0182 1.0182 1.0188
S1 1.0159 1.0159 1.0188 1.0171
S2 1.0125 1.0125 1.0183
S3 1.0068 1.0102 1.0177
S4 1.0011 1.0045 1.0162
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0370 1.0343 1.0222
R3 1.0305 1.0278 1.0204
R2 1.0240 1.0240 1.0198
R1 1.0213 1.0213 1.0192 1.0194
PP 1.0175 1.0175 1.0175 1.0166
S1 1.0148 1.0148 1.0180 1.0129
S2 1.0110 1.0110 1.0174
S3 1.0045 1.0083 1.0168
S4 0.9980 1.0018 1.0150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0305 1.0137 0.0168 1.6% 0.0056 0.6% 33% False False 119
10 1.0305 1.0137 0.0168 1.6% 0.0052 0.5% 33% False False 105
20 1.0410 1.0137 0.0273 2.7% 0.0058 0.6% 21% False False 86
40 1.0510 1.0137 0.0373 3.7% 0.0057 0.6% 15% False False 64
60 1.0510 0.9981 0.0529 5.2% 0.0054 0.5% 40% False False 58
80 1.0510 0.9949 0.0561 5.5% 0.0048 0.5% 43% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0447
2.618 1.0354
1.618 1.0297
1.000 1.0262
0.618 1.0240
HIGH 1.0205
0.618 1.0183
0.500 1.0177
0.382 1.0170
LOW 1.0148
0.618 1.0113
1.000 1.0091
1.618 1.0056
2.618 0.9999
4.250 0.9906
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.0188 1.0227
PP 1.0182 1.0215
S1 1.0177 1.0204

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

View Archives - Comment on this page... - Back to Index of Symbols