CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 1.0456 1.0420 -0.0036 -0.3% 1.0471
High 1.0500 1.0429 -0.0071 -0.7% 1.0593
Low 1.0380 1.0370 -0.0010 -0.1% 1.0395
Close 1.0422 1.0398 -0.0024 -0.2% 1.0435
Range 0.0120 0.0059 -0.0061 -50.8% 0.0198
ATR 0.0088 0.0086 -0.0002 -2.3% 0.0000
Volume 221 148 -73 -33.0% 1,125
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0576 1.0546 1.0430
R3 1.0517 1.0487 1.0414
R2 1.0458 1.0458 1.0409
R1 1.0428 1.0428 1.0403 1.0414
PP 1.0399 1.0399 1.0399 1.0392
S1 1.0369 1.0369 1.0393 1.0355
S2 1.0340 1.0340 1.0387
S3 1.0281 1.0310 1.0382
S4 1.0222 1.0251 1.0366
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1068 1.0950 1.0544
R3 1.0870 1.0752 1.0489
R2 1.0672 1.0672 1.0471
R1 1.0554 1.0554 1.0453 1.0514
PP 1.0474 1.0474 1.0474 1.0455
S1 1.0356 1.0356 1.0417 1.0316
S2 1.0276 1.0276 1.0399
S3 1.0078 1.0158 1.0381
S4 0.9880 0.9960 1.0326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0587 1.0370 0.0217 2.1% 0.0089 0.9% 13% False True 202
10 1.0593 1.0370 0.0223 2.1% 0.0079 0.8% 13% False True 200
20 1.0593 1.0195 0.0398 3.8% 0.0086 0.8% 51% False False 220
40 1.0593 1.0050 0.0543 5.2% 0.0080 0.8% 64% False False 185
60 1.0593 1.0050 0.0543 5.2% 0.0072 0.7% 64% False False 154
80 1.0593 1.0050 0.0543 5.2% 0.0069 0.7% 64% False False 129
100 1.0593 0.9981 0.0612 5.9% 0.0065 0.6% 68% False False 112
120 1.0593 0.9952 0.0641 6.2% 0.0059 0.6% 70% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0680
2.618 1.0583
1.618 1.0524
1.000 1.0488
0.618 1.0465
HIGH 1.0429
0.618 1.0406
0.500 1.0400
0.382 1.0393
LOW 1.0370
0.618 1.0334
1.000 1.0311
1.618 1.0275
2.618 1.0216
4.250 1.0119
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 1.0400 1.0435
PP 1.0399 1.0423
S1 1.0399 1.0410

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

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