CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 0.9601 0.9700 0.0099 1.0% 0.9432
High 0.9601 0.9730 0.0129 1.3% 0.9660
Low 0.9601 0.9648 0.0047 0.5% 0.9432
Close 0.9601 0.9668 0.0067 0.7% 0.9601
Range 0.0000 0.0082 0.0082 0.0228
ATR 0.0086 0.0089 0.0003 3.6% 0.0000
Volume 5 2 -3 -60.0% 89
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9928 0.9880 0.9713
R3 0.9846 0.9798 0.9691
R2 0.9764 0.9764 0.9683
R1 0.9716 0.9716 0.9676 0.9699
PP 0.9682 0.9682 0.9682 0.9674
S1 0.9634 0.9634 0.9660 0.9617
S2 0.9600 0.9600 0.9653
S3 0.9518 0.9552 0.9645
S4 0.9436 0.9470 0.9623
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0153 0.9726
R3 1.0020 0.9925 0.9664
R2 0.9792 0.9792 0.9643
R1 0.9697 0.9697 0.9622 0.9745
PP 0.9564 0.9564 0.9564 0.9588
S1 0.9469 0.9469 0.9580 0.9517
S2 0.9336 0.9336 0.9559
S3 0.9108 0.9241 0.9538
S4 0.8880 0.9013 0.9476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9482 0.0248 2.6% 0.0016 0.2% 75% True False 14
10 0.9730 0.9408 0.0322 3.3% 0.0028 0.3% 81% True False 17
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 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0079
2.618 0.9945
1.618 0.9863
1.000 0.9812
0.618 0.9781
HIGH 0.9730
0.618 0.9699
0.500 0.9689
0.382 0.9679
LOW 0.9648
0.618 0.9597
1.000 0.9566
1.618 0.9515
2.618 0.9433
4.250 0.9300
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 0.9689 0.9667
PP 0.9682 0.9666
S1 0.9675 0.9666

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

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