CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 0.9592 0.9445 -0.0147 -1.5% 0.9660
High 0.9592 0.9500 -0.0092 -1.0% 0.9705
Low 0.9445 0.9434 -0.0011 -0.1% 0.9445
Close 0.9468 0.9461 -0.0007 -0.1% 0.9468
Range 0.0147 0.0066 -0.0081 -55.1% 0.0260
ATR 0.0110 0.0107 -0.0003 -2.9% 0.0000
Volume 306 522 216 70.6% 1,980
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9663 0.9628 0.9497
R3 0.9597 0.9562 0.9479
R2 0.9531 0.9531 0.9473
R1 0.9496 0.9496 0.9467 0.9514
PP 0.9465 0.9465 0.9465 0.9474
S1 0.9430 0.9430 0.9455 0.9448
S2 0.9399 0.9399 0.9449
S3 0.9333 0.9364 0.9443
S4 0.9267 0.9298 0.9425
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0319 1.0154 0.9611
R3 1.0059 0.9894 0.9540
R2 0.9799 0.9799 0.9516
R1 0.9634 0.9634 0.9492 0.9587
PP 0.9539 0.9539 0.9539 0.9516
S1 0.9374 0.9374 0.9444 0.9327
S2 0.9279 0.9279 0.9420
S3 0.9019 0.9114 0.9397
S4 0.8759 0.8854 0.9325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9705 0.9434 0.0271 2.9% 0.0101 1.1% 10% False True 395
10 0.9705 0.9360 0.0345 3.6% 0.0104 1.1% 29% False False 327
20 0.9841 0.9356 0.0485 5.1% 0.0103 1.1% 22% False False 299
40 0.9841 0.9230 0.0611 6.5% 0.0099 1.1% 38% False False 250
60 0.9968 0.9230 0.0738 7.8% 0.0098 1.0% 31% False False 189
80 1.0012 0.9230 0.0782 8.3% 0.0086 0.9% 30% False False 161
100 1.0012 0.9230 0.0782 8.3% 0.0074 0.8% 30% False False 136
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 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9673
1.618 0.9607
1.000 0.9566
0.618 0.9541
HIGH 0.9500
0.618 0.9475
0.500 0.9467
0.382 0.9459
LOW 0.9434
0.618 0.9393
1.000 0.9368
1.618 0.9327
2.618 0.9261
4.250 0.9154
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 0.9467 0.9567
PP 0.9465 0.9532
S1 0.9463 0.9496

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

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