CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 1.0194 1.0198 0.0004 0.0% 1.0163
High 1.0196 1.0284 0.0088 0.9% 1.0240
Low 1.0180 1.0198 0.0018 0.2% 1.0135
Close 1.0192 1.0284 0.0092 0.9% 1.0188
Range 0.0016 0.0086 0.0070 437.5% 0.0105
ATR 0.0066 0.0068 0.0002 2.9% 0.0000
Volume 71 115 44 62.0% 691
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0513 1.0485 1.0331
R3 1.0427 1.0399 1.0308
R2 1.0341 1.0341 1.0300
R1 1.0313 1.0313 1.0292 1.0327
PP 1.0255 1.0255 1.0255 1.0263
S1 1.0227 1.0227 1.0276 1.0241
S2 1.0169 1.0169 1.0268
S3 1.0083 1.0141 1.0260
S4 0.9997 1.0055 1.0237
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0503 1.0450 1.0246
R3 1.0398 1.0345 1.0217
R2 1.0293 1.0293 1.0207
R1 1.0240 1.0240 1.0198 1.0267
PP 1.0188 1.0188 1.0188 1.0201
S1 1.0135 1.0135 1.0178 1.0162
S2 1.0083 1.0083 1.0169
S3 0.9978 1.0030 1.0159
S4 0.9873 0.9925 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0284 1.0135 0.0149 1.4% 0.0059 0.6% 100% True False 128
10 1.0284 1.0109 0.0175 1.7% 0.0056 0.5% 100% True False 161
20 1.0305 1.0109 0.0196 1.9% 0.0054 0.5% 89% False False 113
40 1.0510 1.0109 0.0401 3.9% 0.0059 0.6% 44% False False 85
60 1.0510 1.0094 0.0416 4.0% 0.0053 0.5% 46% False False 72
80 1.0510 0.9973 0.0537 5.2% 0.0051 0.5% 58% False False 65
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 1.0650
2.618 1.0509
1.618 1.0423
1.000 1.0370
0.618 1.0337
HIGH 1.0284
0.618 1.0251
0.500 1.0241
0.382 1.0231
LOW 1.0198
0.618 1.0145
1.000 1.0112
1.618 1.0059
2.618 0.9973
4.250 0.9833
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 1.0270 1.0265
PP 1.0255 1.0246
S1 1.0241 1.0227

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

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