CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.0559 1.0498 -0.0061 -0.6% 1.0416
High 1.0587 1.0535 -0.0052 -0.5% 1.0570
Low 1.0485 1.0465 -0.0020 -0.2% 1.0345
Close 1.0494 1.0486 -0.0008 -0.1% 1.0499
Range 0.0102 0.0070 -0.0032 -31.4% 0.0225
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 239 164 -75 -31.4% 1,122
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0705 1.0666 1.0525
R3 1.0635 1.0596 1.0505
R2 1.0565 1.0565 1.0499
R1 1.0526 1.0526 1.0492 1.0511
PP 1.0495 1.0495 1.0495 1.0488
S1 1.0456 1.0456 1.0480 1.0441
S2 1.0425 1.0425 1.0473
S3 1.0355 1.0386 1.0467
S4 1.0285 1.0316 1.0448
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1146 1.1048 1.0623
R3 1.0921 1.0823 1.0561
R2 1.0696 1.0696 1.0540
R1 1.0598 1.0598 1.0520 1.0647
PP 1.0471 1.0471 1.0471 1.0496
S1 1.0373 1.0373 1.0478 1.0422
S2 1.0246 1.0246 1.0458
S3 1.0021 1.0148 1.0437
S4 0.9796 0.9923 1.0375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0593 1.0454 0.0139 1.3% 0.0086 0.8% 23% False False 208
10 1.0593 1.0345 0.0248 2.4% 0.0080 0.8% 57% False False 225
20 1.0593 1.0195 0.0398 3.8% 0.0081 0.8% 73% False False 223
40 1.0593 1.0050 0.0543 5.2% 0.0078 0.7% 80% False False 182
60 1.0593 1.0050 0.0543 5.2% 0.0071 0.7% 80% False False 151
80 1.0593 1.0050 0.0543 5.2% 0.0067 0.6% 80% False False 124
100 1.0593 0.9981 0.0612 5.8% 0.0063 0.6% 83% False False 110
120 1.0593 0.9949 0.0644 6.1% 0.0058 0.5% 83% False False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0833
2.618 1.0718
1.618 1.0648
1.000 1.0605
0.618 1.0578
HIGH 1.0535
0.618 1.0508
0.500 1.0500
0.382 1.0492
LOW 1.0465
0.618 1.0422
1.000 1.0395
1.618 1.0352
2.618 1.0282
4.250 1.0168
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.0500 1.0529
PP 1.0495 1.0515
S1 1.0491 1.0500

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

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