CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 0.9594 0.9621 0.0027 0.3% 0.9528
High 0.9628 0.9754 0.0126 1.3% 0.9754
Low 0.9523 0.9583 0.0060 0.6% 0.9367
Close 0.9609 0.9611 0.0002 0.0% 0.9611
Range 0.0105 0.0171 0.0066 62.9% 0.0387
ATR 0.0132 0.0135 0.0003 2.1% 0.0000
Volume 106,295 107,294 999 0.9% 578,231
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0162 1.0058 0.9705
R3 0.9991 0.9887 0.9658
R2 0.9820 0.9820 0.9642
R1 0.9716 0.9716 0.9627 0.9683
PP 0.9649 0.9649 0.9649 0.9633
S1 0.9545 0.9545 0.9595 0.9512
S2 0.9478 0.9478 0.9580
S3 0.9307 0.9374 0.9564
S4 0.9136 0.9203 0.9517
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0738 1.0562 0.9824
R3 1.0351 1.0175 0.9717
R2 0.9964 0.9964 0.9682
R1 0.9788 0.9788 0.9646 0.9876
PP 0.9577 0.9577 0.9577 0.9622
S1 0.9401 0.9401 0.9576 0.9489
S2 0.9190 0.9190 0.9540
S3 0.8803 0.9014 0.9505
S4 0.8416 0.8627 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9754 0.9367 0.0387 4.0% 0.0135 1.4% 63% True False 115,646
10 0.9839 0.9367 0.0472 4.9% 0.0141 1.5% 52% False False 115,854
20 1.0204 0.9367 0.0837 8.7% 0.0137 1.4% 29% False False 99,512
40 1.0257 0.9367 0.0890 9.3% 0.0111 1.2% 27% False False 50,711
60 1.0593 0.9367 0.1226 12.8% 0.0110 1.1% 20% False False 33,973
80 1.0593 0.9367 0.1226 12.8% 0.0103 1.1% 20% False False 25,527
100 1.0593 0.9367 0.1226 12.8% 0.0094 1.0% 20% False False 20,445
120 1.0593 0.9367 0.1226 12.8% 0.0089 0.9% 20% False False 17,047
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 0.0038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0481
2.618 1.0202
1.618 1.0031
1.000 0.9925
0.618 0.9860
HIGH 0.9754
0.618 0.9689
0.500 0.9669
0.382 0.9648
LOW 0.9583
0.618 0.9477
1.000 0.9412
1.618 0.9306
2.618 0.9135
4.250 0.8856
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 0.9669 0.9607
PP 0.9649 0.9602
S1 0.9630 0.9598

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

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