CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 0.9759 0.9716 -0.0043 -0.4% 0.9881
High 0.9800 0.9798 -0.0002 0.0% 0.9903
Low 0.9706 0.9699 -0.0007 -0.1% 0.9699
Close 0.9719 0.9733 0.0014 0.1% 0.9733
Range 0.0094 0.0099 0.0005 5.3% 0.0204
ATR 0.0126 0.0124 -0.0002 -1.5% 0.0000
Volume 81,366 65,945 -15,421 -19.0% 331,789
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0040 0.9986 0.9787
R3 0.9941 0.9887 0.9760
R2 0.9842 0.9842 0.9751
R1 0.9788 0.9788 0.9742 0.9815
PP 0.9743 0.9743 0.9743 0.9757
S1 0.9689 0.9689 0.9724 0.9716
S2 0.9644 0.9644 0.9715
S3 0.9545 0.9590 0.9706
S4 0.9446 0.9491 0.9679
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0390 1.0266 0.9845
R3 1.0186 1.0062 0.9789
R2 0.9982 0.9982 0.9770
R1 0.9858 0.9858 0.9752 0.9818
PP 0.9778 0.9778 0.9778 0.9759
S1 0.9654 0.9654 0.9714 0.9614
S2 0.9574 0.9574 0.9696
S3 0.9370 0.9450 0.9677
S4 0.9166 0.9246 0.9621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9699 0.0204 2.1% 0.0101 1.0% 17% False True 66,357
10 0.9914 0.9699 0.0215 2.2% 0.0107 1.1% 16% False True 68,386
20 1.0097 0.9699 0.0398 4.1% 0.0126 1.3% 9% False True 77,661
40 1.0097 0.9367 0.0730 7.5% 0.0131 1.3% 50% False False 88,266
60 1.0257 0.9367 0.0890 9.1% 0.0124 1.3% 41% False False 73,265
80 1.0500 0.9367 0.1133 11.6% 0.0120 1.2% 32% False False 55,103
100 1.0593 0.9367 0.1226 12.6% 0.0112 1.2% 30% False False 44,127
120 1.0593 0.9367 0.1226 12.6% 0.0106 1.1% 30% False False 36,796
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0057
1.618 0.9958
1.000 0.9897
0.618 0.9859
HIGH 0.9798
0.618 0.9760
0.500 0.9749
0.382 0.9737
LOW 0.9699
0.618 0.9638
1.000 0.9600
1.618 0.9539
2.618 0.9440
4.250 0.9278
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 0.9749 0.9761
PP 0.9743 0.9752
S1 0.9738 0.9742

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

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