CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.0070 0.9992 -0.0078 -0.8% 0.9893
High 1.0076 1.0014 -0.0062 -0.6% 1.0097
Low 0.9960 0.9785 -0.0175 -1.8% 0.9778
Close 1.0050 0.9820 -0.0230 -2.3% 1.0053
Range 0.0116 0.0229 0.0113 97.4% 0.0319
ATR 0.0133 0.0143 0.0009 7.1% 0.0000
Volume 76,176 119,611 43,435 57.0% 431,799
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0560 1.0419 0.9946
R3 1.0331 1.0190 0.9883
R2 1.0102 1.0102 0.9862
R1 0.9961 0.9961 0.9841 0.9917
PP 0.9873 0.9873 0.9873 0.9851
S1 0.9732 0.9732 0.9799 0.9688
S2 0.9644 0.9644 0.9778
S3 0.9415 0.9503 0.9757
S4 0.9186 0.9274 0.9694
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0933 1.0812 1.0228
R3 1.0614 1.0493 1.0141
R2 1.0295 1.0295 1.0111
R1 1.0174 1.0174 1.0082 1.0235
PP 0.9976 0.9976 0.9976 1.0006
S1 0.9855 0.9855 1.0024 0.9916
S2 0.9657 0.9657 0.9995
S3 0.9338 0.9536 0.9965
S4 0.9019 0.9217 0.9878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9785 0.0312 3.2% 0.0146 1.5% 11% False True 89,356
10 1.0097 0.9745 0.0352 3.6% 0.0139 1.4% 21% False False 89,120
20 1.0097 0.9442 0.0655 6.7% 0.0139 1.4% 58% False False 88,924
40 1.0204 0.9367 0.0837 8.5% 0.0134 1.4% 54% False False 86,468
60 1.0257 0.9367 0.0890 9.1% 0.0122 1.2% 51% False False 57,982
80 1.0593 0.9367 0.1226 12.5% 0.0116 1.2% 37% False False 43,572
100 1.0593 0.9367 0.1226 12.5% 0.0108 1.1% 37% False False 34,889
120 1.0593 0.9367 0.1226 12.5% 0.0099 1.0% 37% False False 29,093
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 0.0028
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0987
2.618 1.0614
1.618 1.0385
1.000 1.0243
0.618 1.0156
HIGH 1.0014
0.618 0.9927
0.500 0.9900
0.382 0.9872
LOW 0.9785
0.618 0.9643
1.000 0.9556
1.618 0.9414
2.618 0.9185
4.250 0.8812
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 0.9900 0.9940
PP 0.9873 0.9900
S1 0.9847 0.9860

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

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