CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 0.9740 0.9624 -0.0116 -1.2% 0.9634
High 0.9740 0.9624 -0.0116 -1.2% 0.9705
Low 0.9681 0.9600 -0.0081 -0.8% 0.9615
Close 0.9674 0.9630 -0.0044 -0.5% 0.9687
Range 0.0059 0.0024 -0.0035 -59.3% 0.0090
ATR 0.0063 0.0064 0.0001 1.2% 0.0000
Volume 23 16 -7 -30.4% 82
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9690 0.9684 0.9643
R3 0.9666 0.9660 0.9637
R2 0.9642 0.9642 0.9634
R1 0.9636 0.9636 0.9632 0.9639
PP 0.9618 0.9618 0.9618 0.9620
S1 0.9612 0.9612 0.9628 0.9615
S2 0.9594 0.9594 0.9626
S3 0.9570 0.9588 0.9623
S4 0.9546 0.9564 0.9617
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9939 0.9903 0.9737
R3 0.9849 0.9813 0.9712
R2 0.9759 0.9759 0.9704
R1 0.9723 0.9723 0.9695 0.9741
PP 0.9669 0.9669 0.9669 0.9678
S1 0.9633 0.9633 0.9679 0.9651
S2 0.9579 0.9579 0.9671
S3 0.9489 0.9543 0.9662
S4 0.9399 0.9453 0.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9600 0.0140 1.5% 0.0043 0.5% 21% False True 18
10 0.9740 0.9499 0.0241 2.5% 0.0033 0.3% 54% False False 20
20 0.9740 0.9338 0.0402 4.2% 0.0023 0.2% 73% False False 17
40 0.9740 0.9311 0.0429 4.5% 0.0023 0.2% 74% False False 19
60 0.9740 0.9255 0.0485 5.0% 0.0018 0.2% 77% False False 15
80 0.9740 0.9100 0.0640 6.6% 0.0017 0.2% 83% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9726
2.618 0.9687
1.618 0.9663
1.000 0.9648
0.618 0.9639
HIGH 0.9624
0.618 0.9615
0.500 0.9612
0.382 0.9609
LOW 0.9600
0.618 0.9585
1.000 0.9576
1.618 0.9561
2.618 0.9537
4.250 0.9498
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 0.9624 0.9670
PP 0.9618 0.9657
S1 0.9612 0.9643

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

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