CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 0.9621 0.9618 -0.0003 0.0% 0.9528
High 0.9754 0.9739 -0.0015 -0.2% 0.9754
Low 0.9583 0.9611 0.0028 0.3% 0.9367
Close 0.9611 0.9723 0.0112 1.2% 0.9611
Range 0.0171 0.0128 -0.0043 -25.1% 0.0387
ATR 0.0135 0.0134 0.0000 -0.4% 0.0000
Volume 107,294 49,380 -57,914 -54.0% 578,231
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0075 1.0027 0.9793
R3 0.9947 0.9899 0.9758
R2 0.9819 0.9819 0.9746
R1 0.9771 0.9771 0.9735 0.9795
PP 0.9691 0.9691 0.9691 0.9703
S1 0.9643 0.9643 0.9711 0.9667
S2 0.9563 0.9563 0.9700
S3 0.9435 0.9515 0.9688
S4 0.9307 0.9387 0.9653
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% 0.0139 1.4% 92% False False 103,559
10 0.9839 0.9367 0.0472 4.9% 0.0141 1.4% 75% False False 107,811
20 1.0204 0.9367 0.0837 8.6% 0.0137 1.4% 43% False False 101,094
40 1.0257 0.9367 0.0890 9.2% 0.0112 1.2% 40% False False 51,928
60 1.0593 0.9367 0.1226 12.6% 0.0110 1.1% 29% False False 34,792
80 1.0593 0.9367 0.1226 12.6% 0.0103 1.1% 29% False False 26,141
100 1.0593 0.9367 0.1226 12.6% 0.0095 1.0% 29% False False 20,938
120 1.0593 0.9367 0.1226 12.6% 0.0089 0.9% 29% False False 17,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0283
2.618 1.0074
1.618 0.9946
1.000 0.9867
0.618 0.9818
HIGH 0.9739
0.618 0.9690
0.500 0.9675
0.382 0.9660
LOW 0.9611
0.618 0.9532
1.000 0.9483
1.618 0.9404
2.618 0.9276
4.250 0.9067
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 0.9707 0.9695
PP 0.9691 0.9667
S1 0.9675 0.9639

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

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