CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 0.9608 0.9710 0.0102 1.1% 0.9490
High 0.9726 0.9710 -0.0016 -0.2% 0.9741
Low 0.9608 0.9650 0.0042 0.4% 0.9359
Close 0.9712 0.9680 -0.0032 -0.3% 0.9600
Range 0.0118 0.0060 -0.0058 -49.2% 0.0382
ATR 0.0122 0.0117 -0.0004 -3.5% 0.0000
Volume 331 163 -168 -50.8% 1,629
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9860 0.9830 0.9713
R3 0.9800 0.9770 0.9697
R2 0.9740 0.9740 0.9691
R1 0.9710 0.9710 0.9686 0.9695
PP 0.9680 0.9680 0.9680 0.9673
S1 0.9650 0.9650 0.9675 0.9635
S2 0.9620 0.9620 0.9669
S3 0.9560 0.9590 0.9664
S4 0.9500 0.9530 0.9647
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0713 1.0538 0.9810
R3 1.0331 1.0156 0.9705
R2 0.9949 0.9949 0.9670
R1 0.9774 0.9774 0.9635 0.9862
PP 0.9567 0.9567 0.9567 0.9610
S1 0.9392 0.9392 0.9565 0.9480
S2 0.9185 0.9185 0.9530
S3 0.8803 0.9010 0.9495
S4 0.8421 0.8628 0.9390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9741 0.9440 0.0301 3.1% 0.0115 1.2% 80% False False 262
10 0.9773 0.9359 0.0414 4.3% 0.0115 1.2% 78% False False 324
20 1.0187 0.9359 0.0828 8.6% 0.0113 1.2% 39% False False 319
40 1.0245 0.9359 0.0886 9.2% 0.0085 0.9% 36% False False 199
60 1.0544 0.9359 0.1185 12.2% 0.0077 0.8% 27% False False 172
80 1.0544 0.9359 0.1185 12.2% 0.0066 0.7% 27% False False 133
100 1.0544 0.9359 0.1185 12.2% 0.0057 0.6% 27% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9965
2.618 0.9867
1.618 0.9807
1.000 0.9770
0.618 0.9747
HIGH 0.9710
0.618 0.9687
0.500 0.9680
0.382 0.9673
LOW 0.9650
0.618 0.9613
1.000 0.9590
1.618 0.9553
2.618 0.9493
4.250 0.9395
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 0.9680 0.9674
PP 0.9680 0.9668
S1 0.9680 0.9662

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

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