CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 0.9454 0.9407 -0.0047 -0.5% 0.9710
High 0.9482 0.9424 -0.0058 -0.6% 0.9758
Low 0.9352 0.9354 0.0002 0.0% 0.9430
Close 0.9429 0.9381 -0.0048 -0.5% 0.9444
Range 0.0130 0.0070 -0.0060 -46.2% 0.0328
ATR 0.0104 0.0102 -0.0002 -2.0% 0.0000
Volume 62,406 76,331 13,925 22.3% 323,020
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9596 0.9559 0.9420
R3 0.9526 0.9489 0.9400
R2 0.9456 0.9456 0.9394
R1 0.9419 0.9419 0.9387 0.9403
PP 0.9386 0.9386 0.9386 0.9378
S1 0.9349 0.9349 0.9375 0.9333
S2 0.9316 0.9316 0.9368
S3 0.9246 0.9279 0.9362
S4 0.9176 0.9209 0.9343
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0528 1.0314 0.9624
R3 1.0200 0.9986 0.9534
R2 0.9872 0.9872 0.9504
R1 0.9658 0.9658 0.9474 0.9601
PP 0.9544 0.9544 0.9544 0.9516
S1 0.9330 0.9330 0.9414 0.9273
S2 0.9216 0.9216 0.9384
S3 0.8888 0.9002 0.9354
S4 0.8560 0.8674 0.9264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9579 0.9352 0.0227 2.4% 0.0095 1.0% 13% False False 84,348
10 0.9780 0.9352 0.0428 4.6% 0.0103 1.1% 7% False False 76,072
20 0.9780 0.9352 0.0428 4.6% 0.0101 1.1% 7% False False 65,274
40 0.9780 0.9303 0.0477 5.1% 0.0107 1.1% 16% False False 51,501
60 0.9780 0.9217 0.0563 6.0% 0.0109 1.2% 29% False False 34,489
80 0.9792 0.9148 0.0644 6.9% 0.0110 1.2% 36% False False 25,929
100 0.9792 0.9056 0.0736 7.8% 0.0103 1.1% 44% False False 20,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9722
2.618 0.9607
1.618 0.9537
1.000 0.9494
0.618 0.9467
HIGH 0.9424
0.618 0.9397
0.500 0.9389
0.382 0.9381
LOW 0.9354
0.618 0.9311
1.000 0.9284
1.618 0.9241
2.618 0.9171
4.250 0.9057
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 0.9389 0.9423
PP 0.9386 0.9409
S1 0.9384 0.9395

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

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