CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 0.9592 0.9474 -0.0118 -1.2% 0.9512
High 0.9632 0.9515 -0.0117 -1.2% 0.9627
Low 0.9451 0.9436 -0.0015 -0.2% 0.9494
Close 0.9475 0.9475 0.0000 0.0% 0.9611
Range 0.0181 0.0079 -0.0102 -56.4% 0.0133
ATR 0.0104 0.0102 -0.0002 -1.7% 0.0000
Volume 59,019 102,673 43,654 74.0% 290,599
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9712 0.9673 0.9518
R3 0.9633 0.9594 0.9497
R2 0.9554 0.9554 0.9489
R1 0.9515 0.9515 0.9482 0.9535
PP 0.9475 0.9475 0.9475 0.9485
S1 0.9436 0.9436 0.9468 0.9456
S2 0.9396 0.9396 0.9461
S3 0.9317 0.9357 0.9453
S4 0.9238 0.9278 0.9432
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9976 0.9927 0.9684
R3 0.9843 0.9794 0.9648
R2 0.9710 0.9710 0.9635
R1 0.9661 0.9661 0.9623 0.9686
PP 0.9577 0.9577 0.9577 0.9590
S1 0.9528 0.9528 0.9599 0.9553
S2 0.9444 0.9444 0.9587
S3 0.9311 0.9395 0.9574
S4 0.9178 0.9262 0.9538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9643 0.9436 0.0207 2.2% 0.0111 1.2% 19% False True 76,240
10 0.9643 0.9337 0.0306 3.2% 0.0104 1.1% 45% False False 82,267
20 0.9643 0.9274 0.0369 3.9% 0.0099 1.0% 54% False False 81,749
40 0.9780 0.9274 0.0506 5.3% 0.0100 1.1% 40% False False 72,171
60 0.9780 0.9274 0.0506 5.3% 0.0105 1.1% 40% False False 60,324
80 0.9780 0.9217 0.0563 5.9% 0.0107 1.1% 46% False False 45,353
100 0.9792 0.9148 0.0644 6.8% 0.0108 1.1% 51% False False 36,330
120 0.9792 0.9010 0.0782 8.3% 0.0102 1.1% 59% False False 30,288
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9851
2.618 0.9722
1.618 0.9643
1.000 0.9594
0.618 0.9564
HIGH 0.9515
0.618 0.9485
0.500 0.9476
0.382 0.9466
LOW 0.9436
0.618 0.9387
1.000 0.9357
1.618 0.9308
2.618 0.9229
4.250 0.9100
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 0.9476 0.9540
PP 0.9475 0.9518
S1 0.9475 0.9497

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

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