CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.0490 1.0528 0.0038 0.4% 1.0345
High 1.0530 1.0570 0.0040 0.4% 1.0466
Low 1.0490 1.0525 0.0035 0.3% 1.0195
Close 1.0515 1.0551 0.0036 0.3% 1.0424
Range 0.0040 0.0045 0.0005 12.5% 0.0271
ATR 0.0086 0.0084 -0.0002 -2.6% 0.0000
Volume 211 141 -70 -33.2% 1,313
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0684 1.0662 1.0576
R3 1.0639 1.0617 1.0563
R2 1.0594 1.0594 1.0559
R1 1.0572 1.0572 1.0555 1.0583
PP 1.0549 1.0549 1.0549 1.0554
S1 1.0527 1.0527 1.0547 1.0538
S2 1.0504 1.0504 1.0543
S3 1.0459 1.0482 1.0539
S4 1.0414 1.0437 1.0526
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1175 1.1070 1.0573
R3 1.0904 1.0799 1.0499
R2 1.0633 1.0633 1.0474
R1 1.0528 1.0528 1.0449 1.0581
PP 1.0362 1.0362 1.0362 1.0388
S1 1.0257 1.0257 1.0399 1.0310
S2 1.0091 1.0091 1.0374
S3 0.9820 0.9986 1.0349
S4 0.9549 0.9715 1.0275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0570 1.0345 0.0225 2.1% 0.0074 0.7% 92% True False 243
10 1.0570 1.0195 0.0375 3.6% 0.0086 0.8% 95% True False 252
20 1.0570 1.0050 0.0520 4.9% 0.0081 0.8% 96% True False 215
40 1.0570 1.0050 0.0520 4.9% 0.0074 0.7% 96% True False 172
60 1.0570 1.0050 0.0520 4.9% 0.0069 0.7% 96% True False 137
80 1.0570 1.0050 0.0520 4.9% 0.0064 0.6% 96% True False 113
100 1.0570 0.9981 0.0589 5.6% 0.0060 0.6% 97% True False 101
120 1.0570 0.9878 0.0692 6.6% 0.0056 0.5% 97% True False 94
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0761
2.618 1.0688
1.618 1.0643
1.000 1.0615
0.618 1.0598
HIGH 1.0570
0.618 1.0553
0.500 1.0548
0.382 1.0542
LOW 1.0525
0.618 1.0497
1.000 1.0480
1.618 1.0452
2.618 1.0407
4.250 1.0334
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.0550 1.0529
PP 1.0549 1.0507
S1 1.0548 1.0485

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

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