CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 0.9512 0.9576 0.0064 0.7% 0.9341
High 0.9606 0.9604 -0.0002 0.0% 0.9542
Low 0.9494 0.9549 0.0055 0.6% 0.9290
Close 0.9570 0.9573 0.0003 0.0% 0.9516
Range 0.0112 0.0055 -0.0057 -50.9% 0.0252
ATR 0.0102 0.0099 -0.0003 -3.3% 0.0000
Volume 86,041 71,356 -14,685 -17.1% 463,866
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9740 0.9712 0.9603
R3 0.9685 0.9657 0.9588
R2 0.9630 0.9630 0.9583
R1 0.9602 0.9602 0.9578 0.9589
PP 0.9575 0.9575 0.9575 0.9569
S1 0.9547 0.9547 0.9568 0.9534
S2 0.9520 0.9520 0.9563
S3 0.9465 0.9492 0.9558
S4 0.9410 0.9437 0.9543
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0205 1.0113 0.9655
R3 0.9953 0.9861 0.9585
R2 0.9701 0.9701 0.9562
R1 0.9609 0.9609 0.9539 0.9655
PP 0.9449 0.9449 0.9449 0.9473
S1 0.9357 0.9357 0.9493 0.9403
S2 0.9197 0.9197 0.9470
S3 0.8945 0.9105 0.9447
S4 0.8693 0.8853 0.9377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9606 0.9337 0.0269 2.8% 0.0096 1.0% 88% False False 88,293
10 0.9606 0.9274 0.0332 3.5% 0.0102 1.1% 90% False False 86,513
20 0.9698 0.9274 0.0424 4.4% 0.0100 1.0% 71% False False 83,415
40 0.9780 0.9274 0.0506 5.3% 0.0098 1.0% 59% False False 71,231
60 0.9780 0.9274 0.0506 5.3% 0.0105 1.1% 59% False False 54,052
80 0.9780 0.9217 0.0563 5.9% 0.0107 1.1% 63% False False 40,615
100 0.9792 0.9100 0.0692 7.2% 0.0108 1.1% 68% False False 32,523
120 0.9792 0.9010 0.0782 8.2% 0.0100 1.0% 72% False False 27,114
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 0.0024
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9748
1.618 0.9693
1.000 0.9659
0.618 0.9638
HIGH 0.9604
0.618 0.9583
0.500 0.9577
0.382 0.9570
LOW 0.9549
0.618 0.9515
1.000 0.9494
1.618 0.9460
2.618 0.9405
4.250 0.9315
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 0.9577 0.9558
PP 0.9575 0.9544
S1 0.9574 0.9529

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

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