CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 0.9829 0.9787 -0.0042 -0.4% 0.9830
High 0.9836 0.9823 -0.0013 -0.1% 0.9914
Low 0.9735 0.9711 -0.0024 -0.2% 0.9733
Close 0.9796 0.9800 0.0004 0.0% 0.9869
Range 0.0101 0.0112 0.0011 10.9% 0.0181
ATR 0.0129 0.0128 -0.0001 -1.0% 0.0000
Volume 62,342 75,782 13,440 21.6% 352,080
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0114 1.0069 0.9862
R3 1.0002 0.9957 0.9831
R2 0.9890 0.9890 0.9821
R1 0.9845 0.9845 0.9810 0.9868
PP 0.9778 0.9778 0.9778 0.9789
S1 0.9733 0.9733 0.9790 0.9756
S2 0.9666 0.9666 0.9779
S3 0.9554 0.9621 0.9769
S4 0.9442 0.9509 0.9738
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0382 1.0306 0.9969
R3 1.0201 1.0125 0.9919
R2 1.0020 1.0020 0.9902
R1 0.9944 0.9944 0.9886 0.9982
PP 0.9839 0.9839 0.9839 0.9858
S1 0.9763 0.9763 0.9852 0.9801
S2 0.9658 0.9658 0.9836
S3 0.9477 0.9582 0.9819
S4 0.9296 0.9401 0.9769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9711 0.0192 2.0% 0.0108 1.1% 46% False True 64,584
10 0.9935 0.9711 0.0224 2.3% 0.0119 1.2% 40% False True 70,889
20 1.0097 0.9711 0.0386 3.9% 0.0128 1.3% 23% False True 79,356
40 1.0097 0.9367 0.0730 7.4% 0.0137 1.4% 59% False False 92,814
60 1.0257 0.9367 0.0890 9.1% 0.0123 1.3% 49% False False 70,820
80 1.0587 0.9367 0.1220 12.4% 0.0120 1.2% 35% False False 53,267
100 1.0593 0.9367 0.1226 12.5% 0.0112 1.1% 35% False False 42,657
120 1.0593 0.9367 0.1226 12.5% 0.0106 1.1% 35% False False 35,572
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0116
1.618 1.0004
1.000 0.9935
0.618 0.9892
HIGH 0.9823
0.618 0.9780
0.500 0.9767
0.382 0.9754
LOW 0.9711
0.618 0.9642
1.000 0.9599
1.618 0.9530
2.618 0.9418
4.250 0.9235
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 0.9789 0.9807
PP 0.9778 0.9805
S1 0.9767 0.9802

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

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