CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.9602 0.9653 0.0051 0.5% 0.9624
High 0.9701 0.9733 0.0032 0.3% 0.9643
Low 0.9575 0.9650 0.0075 0.8% 0.9362
Close 0.9653 0.9698 0.0045 0.5% 0.9507
Range 0.0126 0.0083 -0.0043 -34.1% 0.0281
ATR 0.0110 0.0108 -0.0002 -1.7% 0.0000
Volume 82,571 103,185 20,614 25.0% 447,672
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9943 0.9903 0.9744
R3 0.9860 0.9820 0.9721
R2 0.9777 0.9777 0.9713
R1 0.9737 0.9737 0.9706 0.9757
PP 0.9694 0.9694 0.9694 0.9704
S1 0.9654 0.9654 0.9690 0.9674
S2 0.9611 0.9611 0.9683
S3 0.9528 0.9571 0.9675
S4 0.9445 0.9488 0.9652
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0347 1.0208 0.9662
R3 1.0066 0.9927 0.9584
R2 0.9785 0.9785 0.9559
R1 0.9646 0.9646 0.9533 0.9575
PP 0.9504 0.9504 0.9504 0.9469
S1 0.9365 0.9365 0.9481 0.9294
S2 0.9223 0.9223 0.9455
S3 0.8942 0.9084 0.9430
S4 0.8661 0.8803 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9733 0.9362 0.0371 3.8% 0.0122 1.3% 91% True False 94,602
10 0.9733 0.9362 0.0371 3.8% 0.0116 1.2% 91% True False 85,421
20 0.9733 0.9274 0.0459 4.7% 0.0109 1.1% 92% True False 85,967
40 0.9780 0.9274 0.0506 5.2% 0.0102 1.1% 84% False False 79,432
60 0.9780 0.9274 0.0506 5.2% 0.0104 1.1% 84% False False 68,091
80 0.9780 0.9274 0.0506 5.2% 0.0106 1.1% 84% False False 51,248
100 0.9792 0.9217 0.0575 5.9% 0.0109 1.1% 84% False False 41,057
120 0.9792 0.9100 0.0692 7.1% 0.0105 1.1% 86% False False 34,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0086
2.618 0.9950
1.618 0.9867
1.000 0.9816
0.618 0.9784
HIGH 0.9733
0.618 0.9701
0.500 0.9692
0.382 0.9682
LOW 0.9650
0.618 0.9599
1.000 0.9567
1.618 0.9516
2.618 0.9433
4.250 0.9297
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.9696 0.9664
PP 0.9694 0.9630
S1 0.9692 0.9596

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

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