CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 0.9490 0.9696 0.0206 2.2% 0.9800
High 0.9627 0.9774 0.0147 1.5% 0.9858
Low 0.9485 0.9692 0.0207 2.2% 0.9302
Close 0.9585 0.9742 0.0157 1.6% 0.9585
Range 0.0142 0.0082 -0.0060 -42.3% 0.0556
ATR 0.0106 0.0112 0.0006 5.6% 0.0000
Volume 137 94 -43 -31.4% 351
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 0.9982 0.9944 0.9787
R3 0.9900 0.9862 0.9765
R2 0.9818 0.9818 0.9757
R1 0.9780 0.9780 0.9750 0.9799
PP 0.9736 0.9736 0.9736 0.9746
S1 0.9698 0.9698 0.9734 0.9717
S2 0.9654 0.9654 0.9727
S3 0.9572 0.9616 0.9719
S4 0.9490 0.9534 0.9697
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1250 1.0973 0.9891
R3 1.0694 1.0417 0.9738
R2 1.0138 1.0138 0.9687
R1 0.9861 0.9861 0.9636 0.9722
PP 0.9582 0.9582 0.9582 0.9512
S1 0.9305 0.9305 0.9534 0.9166
S2 0.9026 0.9026 0.9483
S3 0.8470 0.8749 0.9432
S4 0.7914 0.8193 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9821 0.9302 0.0519 5.3% 0.0155 1.6% 85% False False 75
10 0.9955 0.9302 0.0653 6.7% 0.0121 1.2% 67% False False 65
20 1.0012 0.9302 0.0710 7.3% 0.0088 0.9% 62% False False 62
40 1.0012 0.9302 0.0710 7.3% 0.0064 0.7% 62% False False 66
60 1.0012 0.9302 0.0710 7.3% 0.0048 0.5% 62% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0123
2.618 0.9989
1.618 0.9907
1.000 0.9856
0.618 0.9825
HIGH 0.9774
0.618 0.9743
0.500 0.9733
0.382 0.9723
LOW 0.9692
0.618 0.9641
1.000 0.9610
1.618 0.9559
2.618 0.9477
4.250 0.9344
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 0.9739 0.9674
PP 0.9736 0.9606
S1 0.9733 0.9538

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

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