CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 0.9500 0.9560 0.0060 0.6% 0.9682
High 0.9557 0.9605 0.0048 0.5% 0.9701
Low 0.9496 0.9560 0.0064 0.7% 0.9496
Close 0.9535 0.9554 0.0019 0.2% 0.9554
Range 0.0061 0.0045 -0.0016 -26.2% 0.0205
ATR 0.0070 0.0070 0.0000 0.0% 0.0000
Volume 63 297 234 371.4% 429
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9708 0.9676 0.9579
R3 0.9663 0.9631 0.9566
R2 0.9618 0.9618 0.9562
R1 0.9586 0.9586 0.9558 0.9580
PP 0.9573 0.9573 0.9573 0.9570
S1 0.9541 0.9541 0.9550 0.9535
S2 0.9528 0.9528 0.9546
S3 0.9483 0.9496 0.9542
S4 0.9438 0.9451 0.9529
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0199 1.0081 0.9667
R3 0.9994 0.9876 0.9610
R2 0.9789 0.9789 0.9592
R1 0.9671 0.9671 0.9573 0.9628
PP 0.9584 0.9584 0.9584 0.9562
S1 0.9466 0.9466 0.9535 0.9423
S2 0.9379 0.9379 0.9516
S3 0.9174 0.9261 0.9498
S4 0.8969 0.9056 0.9441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9701 0.9496 0.0205 2.1% 0.0066 0.7% 28% False False 85
10 0.9830 0.9496 0.0334 3.5% 0.0051 0.5% 17% False False 56
20 0.9830 0.9445 0.0385 4.0% 0.0042 0.4% 28% False False 34
40 0.9830 0.9340 0.0490 5.1% 0.0037 0.4% 44% False False 27
60 0.9830 0.9294 0.0536 5.6% 0.0034 0.4% 49% False False 23
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9796
2.618 0.9723
1.618 0.9678
1.000 0.9650
0.618 0.9633
HIGH 0.9605
0.618 0.9588
0.500 0.9583
0.382 0.9577
LOW 0.9560
0.618 0.9532
1.000 0.9515
1.618 0.9487
2.618 0.9442
4.250 0.9369
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 0.9583 0.9576
PP 0.9573 0.9568
S1 0.9564 0.9561

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

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