CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1.0160 1.0260 0.0100 1.0% 1.0162
High 1.0160 1.0265 0.0105 1.0% 1.0172
Low 1.0160 1.0260 0.0100 1.0% 1.0120
Close 1.0159 1.0241 0.0082 0.8% 1.0159
Range 0.0000 0.0005 0.0005 0.0052
ATR 0.0049 0.0053 0.0004 8.4% 0.0000
Volume 40 2 -38 -95.0% 105
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1.0270 1.0261 1.0244
R3 1.0265 1.0256 1.0242
R2 1.0260 1.0260 1.0242
R1 1.0251 1.0251 1.0241 1.0253
PP 1.0255 1.0255 1.0255 1.0257
S1 1.0246 1.0246 1.0241 1.0248
S2 1.0250 1.0250 1.0240
S3 1.0245 1.0241 1.0240
S4 1.0240 1.0236 1.0238
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0306 1.0285 1.0188
R3 1.0254 1.0233 1.0173
R2 1.0202 1.0202 1.0169
R1 1.0181 1.0181 1.0164 1.0166
PP 1.0150 1.0150 1.0150 1.0143
S1 1.0129 1.0129 1.0154 1.0114
S2 1.0098 1.0098 1.0149
S3 1.0046 1.0077 1.0145
S4 0.9994 1.0025 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0120 0.0145 1.4% 0.0009 0.1% 83% True False 19
10 1.0265 1.0120 0.0145 1.4% 0.0013 0.1% 83% True False 14
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0278
1.618 1.0273
1.000 1.0270
0.618 1.0268
HIGH 1.0265
0.618 1.0263
0.500 1.0263
0.382 1.0262
LOW 1.0260
0.618 1.0257
1.000 1.0255
1.618 1.0252
2.618 1.0247
4.250 1.0239
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1.0263 1.0225
PP 1.0255 1.0209
S1 1.0248 1.0193

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

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