CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 1.0100 1.0010 -0.0090 -0.9% 1.0398
High 1.0100 1.0189 0.0089 0.9% 1.0398
Low 1.0040 0.9988 -0.0052 -0.5% 1.0104
Close 1.0044 1.0028 -0.0016 -0.2% 1.0167
Range 0.0060 0.0201 0.0141 235.0% 0.0294
ATR 0.0069 0.0078 0.0009 13.8% 0.0000
Volume 445 221 -224 -50.3% 276
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0671 1.0551 1.0139
R3 1.0470 1.0350 1.0083
R2 1.0269 1.0269 1.0065
R1 1.0149 1.0149 1.0046 1.0209
PP 1.0068 1.0068 1.0068 1.0099
S1 0.9948 0.9948 1.0010 1.0008
S2 0.9867 0.9867 0.9991
S3 0.9666 0.9747 0.9973
S4 0.9465 0.9546 0.9917
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1105 1.0930 1.0329
R3 1.0811 1.0636 1.0248
R2 1.0517 1.0517 1.0221
R1 1.0342 1.0342 1.0194 1.0283
PP 1.0223 1.0223 1.0223 1.0193
S1 1.0048 1.0048 1.0140 0.9989
S2 0.9929 0.9929 1.0113
S3 0.9635 0.9754 1.0086
S4 0.9341 0.9460 1.0005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0390 0.9988 0.0402 4.0% 0.0111 1.1% 10% False True 174
10 1.0486 0.9988 0.0498 5.0% 0.0068 0.7% 8% False True 95
20 1.0544 0.9988 0.0556 5.5% 0.0045 0.5% 7% False True 63
40 1.0544 0.9988 0.0556 5.5% 0.0039 0.4% 7% False True 39
60 1.0544 0.9988 0.0556 5.5% 0.0032 0.3% 7% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.1043
2.618 1.0715
1.618 1.0514
1.000 1.0390
0.618 1.0313
HIGH 1.0189
0.618 1.0112
0.500 1.0089
0.382 1.0065
LOW 0.9988
0.618 0.9864
1.000 0.9787
1.618 0.9663
2.618 0.9462
4.250 0.9134
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 1.0089 1.0090
PP 1.0068 1.0069
S1 1.0048 1.0049

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

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