CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 0.9462 0.9498 0.0036 0.4% 0.9313
High 0.9555 0.9590 0.0035 0.4% 0.9595
Low 0.9462 0.9498 0.0036 0.4% 0.9313
Close 0.9508 0.9555 0.0047 0.5% 0.9508
Range 0.0093 0.0092 -0.0001 -1.1% 0.0282
ATR 0.0116 0.0114 -0.0002 -1.5% 0.0000
Volume 158 187 29 18.4% 996
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9824 0.9781 0.9606
R3 0.9732 0.9689 0.9580
R2 0.9640 0.9640 0.9572
R1 0.9597 0.9597 0.9563 0.9619
PP 0.9548 0.9548 0.9548 0.9558
S1 0.9505 0.9505 0.9547 0.9527
S2 0.9456 0.9456 0.9538
S3 0.9364 0.9413 0.9530
S4 0.9272 0.9321 0.9504
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0318 1.0195 0.9663
R3 1.0036 0.9913 0.9586
R2 0.9754 0.9754 0.9560
R1 0.9631 0.9631 0.9534 0.9693
PP 0.9472 0.9472 0.9472 0.9503
S1 0.9349 0.9349 0.9482 0.9411
S2 0.9190 0.9190 0.9456
S3 0.8908 0.9067 0.9430
S4 0.8626 0.8785 0.9353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9595 0.9433 0.0162 1.7% 0.0097 1.0% 75% False False 192
10 0.9595 0.9217 0.0378 4.0% 0.0107 1.1% 89% False False 208
20 0.9740 0.9217 0.0523 5.5% 0.0120 1.3% 65% False False 273
40 0.9792 0.9100 0.0692 7.2% 0.0112 1.2% 66% False False 214
60 0.9792 0.9010 0.0782 8.2% 0.0093 1.0% 70% False False 164
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9981
2.618 0.9831
1.618 0.9739
1.000 0.9682
0.618 0.9647
HIGH 0.9590
0.618 0.9555
0.500 0.9544
0.382 0.9533
LOW 0.9498
0.618 0.9441
1.000 0.9406
1.618 0.9349
2.618 0.9257
4.250 0.9107
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 0.9551 0.9546
PP 0.9548 0.9537
S1 0.9544 0.9528

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

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