CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.0400 1.0398 -0.0002 0.0% 1.0513
High 1.0443 1.0398 -0.0045 -0.4% 1.0544
Low 1.0385 1.0398 0.0013 0.1% 1.0385
Close 1.0411 1.0398 -0.0013 -0.1% 1.0411
Range 0.0058 0.0000 -0.0058 -100.0% 0.0159
ATR 0.0057 0.0054 -0.0003 -5.5% 0.0000
Volume 7 36 29 414.3% 54
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0398 1.0398 1.0398
R3 1.0398 1.0398 1.0398
R2 1.0398 1.0398 1.0398
R1 1.0398 1.0398 1.0398 1.0398
PP 1.0398 1.0398 1.0398 1.0398
S1 1.0398 1.0398 1.0398 1.0398
S2 1.0398 1.0398 1.0398
S3 1.0398 1.0398 1.0398
S4 1.0398 1.0398 1.0398
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0924 1.0826 1.0498
R3 1.0765 1.0667 1.0455
R2 1.0606 1.0606 1.0440
R1 1.0508 1.0508 1.0426 1.0478
PP 1.0447 1.0447 1.0447 1.0431
S1 1.0349 1.0349 1.0396 1.0319
S2 1.0288 1.0288 1.0382
S3 1.0129 1.0190 1.0367
S4 0.9970 1.0031 1.0324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0544 1.0385 0.0159 1.5% 0.0020 0.2% 8% False False 10
10 1.0544 1.0385 0.0159 1.5% 0.0021 0.2% 8% False False 22
20 1.0544 1.0250 0.0294 2.8% 0.0030 0.3% 50% False False 22
40 1.0544 1.0042 0.0502 4.8% 0.0027 0.3% 71% False False 19
60 1.0544 1.0042 0.0502 4.8% 0.0028 0.3% 71% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0398
1.618 1.0398
1.000 1.0398
0.618 1.0398
HIGH 1.0398
0.618 1.0398
0.500 1.0398
0.382 1.0398
LOW 1.0398
0.618 1.0398
1.000 1.0398
1.618 1.0398
2.618 1.0398
4.250 1.0398
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.0398 1.0436
PP 1.0398 1.0423
S1 1.0398 1.0411

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

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