CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 0.9782 0.9878 0.0096 1.0% 0.9618
High 0.9887 0.9941 0.0054 0.5% 0.9887
Low 0.9756 0.9752 -0.0004 0.0% 0.9611
Close 0.9871 0.9789 -0.0082 -0.8% 0.9871
Range 0.0131 0.0189 0.0058 44.3% 0.0276
ATR 0.0133 0.0137 0.0004 3.0% 0.0000
Volume 75,384 78,788 3,404 4.5% 373,077
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0394 1.0281 0.9893
R3 1.0205 1.0092 0.9841
R2 1.0016 1.0016 0.9824
R1 0.9903 0.9903 0.9806 0.9865
PP 0.9827 0.9827 0.9827 0.9809
S1 0.9714 0.9714 0.9772 0.9676
S2 0.9638 0.9638 0.9754
S3 0.9449 0.9525 0.9737
S4 0.9260 0.9336 0.9685
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0618 1.0520 1.0023
R3 1.0342 1.0244 0.9947
R2 1.0066 1.0066 0.9922
R1 0.9968 0.9968 0.9896 1.0017
PP 0.9790 0.9790 0.9790 0.9814
S1 0.9692 0.9692 0.9846 0.9741
S2 0.9514 0.9514 0.9820
S3 0.9238 0.9416 0.9795
S4 0.8962 0.9140 0.9719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9941 0.9656 0.0285 2.9% 0.0138 1.4% 47% True False 80,497
10 0.9941 0.9367 0.0574 5.9% 0.0139 1.4% 74% True False 92,028
20 1.0100 0.9367 0.0733 7.5% 0.0144 1.5% 58% False False 106,964
40 1.0257 0.9367 0.0890 9.1% 0.0118 1.2% 47% False False 61,926
60 1.0593 0.9367 0.1226 12.5% 0.0115 1.2% 34% False False 41,482
80 1.0593 0.9367 0.1226 12.5% 0.0107 1.1% 34% False False 31,166
100 1.0593 0.9367 0.1226 12.5% 0.0099 1.0% 34% False False 24,958
120 1.0593 0.9367 0.1226 12.5% 0.0093 0.9% 34% False False 20,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0744
2.618 1.0436
1.618 1.0247
1.000 1.0130
0.618 1.0058
HIGH 0.9941
0.618 0.9869
0.500 0.9847
0.382 0.9824
LOW 0.9752
0.618 0.9635
1.000 0.9563
1.618 0.9446
2.618 0.9257
4.250 0.8949
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 0.9847 0.9830
PP 0.9827 0.9816
S1 0.9808 0.9803

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

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