CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.0462 1.0513 0.0051 0.5% 1.0363
High 1.0477 1.0520 0.0043 0.4% 1.0528
Low 1.0443 1.0513 0.0070 0.7% 1.0361
Close 1.0472 1.0513 0.0041 0.4% 1.0472
Range 0.0034 0.0007 -0.0027 -79.4% 0.0167
ATR 0.0059 0.0058 -0.0001 -1.4% 0.0000
Volume 20 40 20 100.0% 145
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0536 1.0532 1.0517
R3 1.0529 1.0525 1.0515
R2 1.0522 1.0522 1.0514
R1 1.0518 1.0518 1.0514 1.0517
PP 1.0515 1.0515 1.0515 1.0515
S1 1.0511 1.0511 1.0512 1.0510
S2 1.0508 1.0508 1.0512
S3 1.0501 1.0504 1.0511
S4 1.0494 1.0497 1.0509
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0955 1.0880 1.0564
R3 1.0788 1.0713 1.0518
R2 1.0621 1.0621 1.0503
R1 1.0546 1.0546 1.0487 1.0584
PP 1.0454 1.0454 1.0454 1.0472
S1 1.0379 1.0379 1.0457 1.0417
S2 1.0287 1.0287 1.0441
S3 1.0120 1.0212 1.0426
S4 0.9953 1.0045 1.0380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0528 1.0443 0.0085 0.8% 0.0021 0.2% 82% False False 35
10 1.0528 1.0250 0.0278 2.6% 0.0030 0.3% 95% False False 35
20 1.0528 1.0042 0.0486 4.6% 0.0033 0.3% 97% False False 22
40 1.0528 1.0042 0.0486 4.6% 0.0027 0.3% 97% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0550
2.618 1.0538
1.618 1.0531
1.000 1.0527
0.618 1.0524
HIGH 1.0520
0.618 1.0517
0.500 1.0517
0.382 1.0516
LOW 1.0513
0.618 1.0509
1.000 1.0506
1.618 1.0502
2.618 1.0495
4.250 1.0483
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.0517 1.0504
PP 1.0515 1.0495
S1 1.0514 1.0486

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

View Archives - Comment on this page... - Back to Index of Symbols