CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 0.9729 0.9745 0.0016 0.2% 0.9507
High 0.9770 0.9788 0.0018 0.2% 0.9746
Low 0.9690 0.9717 0.0027 0.3% 0.9458
Close 0.9745 0.9743 -0.0002 0.0% 0.9713
Range 0.0080 0.0071 -0.0009 -11.3% 0.0288
ATR 0.0097 0.0095 -0.0002 -1.9% 0.0000
Volume 74,729 83,765 9,036 12.1% 443,852
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9962 0.9924 0.9782
R3 0.9891 0.9853 0.9763
R2 0.9820 0.9820 0.9756
R1 0.9782 0.9782 0.9750 0.9766
PP 0.9749 0.9749 0.9749 0.9741
S1 0.9711 0.9711 0.9736 0.9695
S2 0.9678 0.9678 0.9730
S3 0.9607 0.9640 0.9723
S4 0.9536 0.9569 0.9704
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0503 1.0396 0.9871
R3 1.0215 1.0108 0.9792
R2 0.9927 0.9927 0.9766
R1 0.9820 0.9820 0.9739 0.9874
PP 0.9639 0.9639 0.9639 0.9666
S1 0.9532 0.9532 0.9687 0.9586
S2 0.9351 0.9351 0.9660
S3 0.9063 0.9244 0.9634
S4 0.8775 0.8956 0.9555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9788 0.9671 0.0117 1.2% 0.0065 0.7% 62% True False 83,221
10 0.9788 0.9362 0.0426 4.4% 0.0094 1.0% 89% True False 88,912
20 0.9788 0.9337 0.0451 4.6% 0.0099 1.0% 90% True False 85,589
40 0.9788 0.9274 0.0514 5.3% 0.0099 1.0% 91% True False 81,550
60 0.9788 0.9274 0.0514 5.3% 0.0098 1.0% 91% True False 74,178
80 0.9788 0.9274 0.0514 5.3% 0.0104 1.1% 91% True False 56,436
100 0.9792 0.9217 0.0575 5.9% 0.0107 1.1% 91% False False 45,211
120 0.9792 0.9100 0.0692 7.1% 0.0105 1.1% 93% False False 37,691
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 0.9974
1.618 0.9903
1.000 0.9859
0.618 0.9832
HIGH 0.9788
0.618 0.9761
0.500 0.9753
0.382 0.9744
LOW 0.9717
0.618 0.9673
1.000 0.9646
1.618 0.9602
2.618 0.9531
4.250 0.9415
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 0.9753 0.9742
PP 0.9749 0.9740
S1 0.9746 0.9739

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

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