CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 0.9375 0.9410 0.0035 0.4% 0.9351
High 0.9436 0.9542 0.0106 1.1% 0.9483
Low 0.9337 0.9408 0.0071 0.8% 0.9274
Close 0.9420 0.9526 0.0106 1.1% 0.9318
Range 0.0099 0.0134 0.0035 35.4% 0.0209
ATR 0.0100 0.0103 0.0002 2.4% 0.0000
Volume 95,581 81,355 -14,226 -14.9% 401,736
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9894 0.9844 0.9600
R3 0.9760 0.9710 0.9563
R2 0.9626 0.9626 0.9551
R1 0.9576 0.9576 0.9538 0.9601
PP 0.9492 0.9492 0.9492 0.9505
S1 0.9442 0.9442 0.9514 0.9467
S2 0.9358 0.9358 0.9501
S3 0.9224 0.9308 0.9489
S4 0.9090 0.9174 0.9452
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9985 0.9861 0.9433
R3 0.9776 0.9652 0.9375
R2 0.9567 0.9567 0.9356
R1 0.9443 0.9443 0.9337 0.9401
PP 0.9358 0.9358 0.9358 0.9337
S1 0.9234 0.9234 0.9299 0.9192
S2 0.9149 0.9149 0.9280
S3 0.8940 0.9025 0.9261
S4 0.8731 0.8816 0.9203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9542 0.9274 0.0268 2.8% 0.0109 1.1% 94% True False 91,564
10 0.9542 0.9274 0.0268 2.8% 0.0101 1.1% 94% True False 84,086
20 0.9780 0.9274 0.0506 5.3% 0.0101 1.1% 50% False False 80,198
40 0.9780 0.9274 0.0506 5.3% 0.0097 1.0% 50% False False 70,185
60 0.9780 0.9274 0.0506 5.3% 0.0106 1.1% 50% False False 49,660
80 0.9780 0.9217 0.0563 5.9% 0.0110 1.2% 55% False False 37,322
100 0.9792 0.9100 0.0692 7.3% 0.0108 1.1% 62% False False 29,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 0.9893
1.618 0.9759
1.000 0.9676
0.618 0.9625
HIGH 0.9542
0.618 0.9491
0.500 0.9475
0.382 0.9459
LOW 0.9408
0.618 0.9325
1.000 0.9274
1.618 0.9191
2.618 0.9057
4.250 0.8839
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 0.9509 0.9489
PP 0.9492 0.9453
S1 0.9475 0.9416

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

View Archives - Comment on this page... - Back to Index of Symbols