CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.0150 1.0110 -0.0040 -0.4% 1.0055
High 1.0155 1.0155 0.0000 0.0% 1.0155
Low 1.0100 1.0050 -0.0050 -0.5% 1.0050
Close 1.0089 1.0117 0.0028 0.3% 1.0117
Range 0.0055 0.0105 0.0050 90.9% 0.0105
ATR 0.0075 0.0077 0.0002 2.8% 0.0000
Volume 50 51 1 2.0% 328
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0422 1.0375 1.0175
R3 1.0317 1.0270 1.0146
R2 1.0212 1.0212 1.0136
R1 1.0165 1.0165 1.0127 1.0189
PP 1.0107 1.0107 1.0107 1.0119
S1 1.0060 1.0060 1.0107 1.0084
S2 1.0002 1.0002 1.0098
S3 0.9897 0.9955 1.0088
S4 0.9792 0.9850 1.0059
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0422 1.0375 1.0175
R3 1.0317 1.0270 1.0146
R2 1.0212 1.0212 1.0136
R1 1.0165 1.0165 1.0127 1.0189
PP 1.0107 1.0107 1.0107 1.0119
S1 1.0060 1.0060 1.0107 1.0084
S2 1.0002 1.0002 1.0098
S3 0.9897 0.9955 1.0088
S4 0.9792 0.9850 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0155 1.0050 0.0105 1.0% 0.0056 0.6% 64% True True 65
10 1.0189 1.0033 0.0156 1.5% 0.0051 0.5% 54% False False 50
20 1.0398 0.9988 0.0410 4.1% 0.0073 0.7% 31% False False 131
40 1.0544 0.9988 0.0556 5.5% 0.0053 0.5% 23% False False 76
60 1.0544 0.9988 0.0556 5.5% 0.0043 0.4% 23% False False 56
80 1.0544 0.9988 0.0556 5.5% 0.0040 0.4% 23% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0601
2.618 1.0430
1.618 1.0325
1.000 1.0260
0.618 1.0220
HIGH 1.0155
0.618 1.0115
0.500 1.0103
0.382 1.0090
LOW 1.0050
0.618 0.9985
1.000 0.9945
1.618 0.9880
2.618 0.9775
4.250 0.9604
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.0112 1.0112
PP 1.0107 1.0107
S1 1.0103 1.0103

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

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