CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 0.9618 0.9720 0.0102 1.1% 0.9528
High 0.9739 0.9734 -0.0005 -0.1% 0.9754
Low 0.9611 0.9656 0.0045 0.5% 0.9367
Close 0.9723 0.9693 -0.0030 -0.3% 0.9611
Range 0.0128 0.0078 -0.0050 -39.1% 0.0387
ATR 0.0134 0.0130 -0.0004 -3.0% 0.0000
Volume 49,380 70,211 20,831 42.2% 578,231
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9928 0.9889 0.9736
R3 0.9850 0.9811 0.9714
R2 0.9772 0.9772 0.9707
R1 0.9733 0.9733 0.9700 0.9714
PP 0.9694 0.9694 0.9694 0.9685
S1 0.9655 0.9655 0.9686 0.9636
S2 0.9616 0.9616 0.9679
S3 0.9538 0.9577 0.9672
S4 0.9460 0.9499 0.9650
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 0.9442 0.0312 3.2% 0.0129 1.3% 80% False False 90,325
10 0.9814 0.9367 0.0447 4.6% 0.0131 1.4% 73% False False 103,573
20 1.0204 0.9367 0.0837 8.6% 0.0135 1.4% 39% False False 103,390
40 1.0257 0.9367 0.0890 9.2% 0.0111 1.2% 37% False False 53,675
60 1.0593 0.9367 0.1226 12.6% 0.0110 1.1% 27% False False 35,955
80 1.0593 0.9367 0.1226 12.6% 0.0103 1.1% 27% False False 27,017
100 1.0593 0.9367 0.1226 12.6% 0.0095 1.0% 27% False False 21,639
120 1.0593 0.9367 0.1226 12.6% 0.0089 0.9% 27% False False 18,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0066
2.618 0.9938
1.618 0.9860
1.000 0.9812
0.618 0.9782
HIGH 0.9734
0.618 0.9704
0.500 0.9695
0.382 0.9686
LOW 0.9656
0.618 0.9608
1.000 0.9578
1.618 0.9530
2.618 0.9452
4.250 0.9325
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 0.9695 0.9685
PP 0.9694 0.9677
S1 0.9694 0.9669

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

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