CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 0.9795 0.9829 0.0034 0.3% 0.9878
High 0.9856 0.9920 0.0064 0.6% 0.9941
Low 0.9745 0.9802 0.0057 0.6% 0.9727
Close 0.9848 0.9893 0.0045 0.5% 0.9893
Range 0.0111 0.0118 0.0007 6.3% 0.0214
ATR 0.0135 0.0134 -0.0001 -0.9% 0.0000
Volume 107,723 73,498 -34,225 -31.8% 445,797
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0226 1.0177 0.9958
R3 1.0108 1.0059 0.9925
R2 0.9990 0.9990 0.9915
R1 0.9941 0.9941 0.9904 0.9966
PP 0.9872 0.9872 0.9872 0.9884
S1 0.9823 0.9823 0.9882 0.9848
S2 0.9754 0.9754 0.9871
S3 0.9636 0.9705 0.9861
S4 0.9518 0.9587 0.9828
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0496 1.0408 1.0011
R3 1.0282 1.0194 0.9952
R2 1.0068 1.0068 0.9932
R1 0.9980 0.9980 0.9913 1.0024
PP 0.9854 0.9854 0.9854 0.9876
S1 0.9766 0.9766 0.9873 0.9810
S2 0.9640 0.9640 0.9854
S3 0.9426 0.9552 0.9834
S4 0.9212 0.9338 0.9775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9941 0.9727 0.0214 2.2% 0.0139 1.4% 78% False False 89,159
10 0.9941 0.9611 0.0330 3.3% 0.0132 1.3% 85% False False 81,887
20 0.9941 0.9367 0.0574 5.8% 0.0136 1.4% 92% False False 98,870
40 1.0257 0.9367 0.0890 9.0% 0.0123 1.2% 59% False False 71,067
60 1.0500 0.9367 0.1133 11.5% 0.0118 1.2% 46% False False 47,584
80 1.0593 0.9367 0.1226 12.4% 0.0109 1.1% 43% False False 35,744
100 1.0593 0.9367 0.1226 12.4% 0.0102 1.0% 43% False False 28,623
120 1.0593 0.9367 0.1226 12.4% 0.0095 1.0% 43% False False 23,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0229
1.618 1.0111
1.000 1.0038
0.618 0.9993
HIGH 0.9920
0.618 0.9875
0.500 0.9861
0.382 0.9847
LOW 0.9802
0.618 0.9729
1.000 0.9684
1.618 0.9611
2.618 0.9493
4.250 0.9301
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 0.9882 0.9873
PP 0.9872 0.9853
S1 0.9861 0.9833

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

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