CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 0.9908 0.9830 -0.0078 -0.8% 1.0070
High 0.9920 0.9868 -0.0052 -0.5% 1.0076
Low 0.9766 0.9790 0.0024 0.2% 0.9766
Close 0.9821 0.9860 0.0039 0.4% 0.9821
Range 0.0154 0.0078 -0.0076 -49.4% 0.0310
ATR 0.0143 0.0138 -0.0005 -3.2% 0.0000
Volume 79,389 55,999 -23,390 -29.5% 437,559
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0073 1.0045 0.9903
R3 0.9995 0.9967 0.9881
R2 0.9917 0.9917 0.9874
R1 0.9889 0.9889 0.9867 0.9903
PP 0.9839 0.9839 0.9839 0.9847
S1 0.9811 0.9811 0.9853 0.9825
S2 0.9761 0.9761 0.9846
S3 0.9683 0.9733 0.9839
S4 0.9605 0.9655 0.9817
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0818 1.0629 0.9992
R3 1.0508 1.0319 0.9906
R2 1.0198 1.0198 0.9878
R1 1.0009 1.0009 0.9849 0.9949
PP 0.9888 0.9888 0.9888 0.9857
S1 0.9699 0.9699 0.9793 0.9639
S2 0.9578 0.9578 0.9764
S3 0.9268 0.9389 0.9736
S4 0.8958 0.9079 0.9651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0014 0.9766 0.0248 2.5% 0.0146 1.5% 38% False False 83,476
10 1.0097 0.9766 0.0331 3.4% 0.0145 1.5% 28% False False 85,957
20 1.0097 0.9656 0.0441 4.5% 0.0136 1.4% 46% False False 84,742
40 1.0204 0.9367 0.0837 8.5% 0.0137 1.4% 59% False False 92,918
60 1.0257 0.9367 0.0890 9.0% 0.0120 1.2% 55% False False 62,866
80 1.0593 0.9367 0.1226 12.4% 0.0116 1.2% 40% False False 47,280
100 1.0593 0.9367 0.1226 12.4% 0.0109 1.1% 40% False False 37,862
120 1.0593 0.9367 0.1226 12.4% 0.0102 1.0% 40% False False 31,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0200
2.618 1.0072
1.618 0.9994
1.000 0.9946
0.618 0.9916
HIGH 0.9868
0.618 0.9838
0.500 0.9829
0.382 0.9820
LOW 0.9790
0.618 0.9742
1.000 0.9712
1.618 0.9664
2.618 0.9586
4.250 0.9459
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 0.9850 0.9857
PP 0.9839 0.9854
S1 0.9829 0.9851

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

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