CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 0.9756 0.9762 0.0006 0.1% 0.9732
High 0.9775 0.9847 0.0072 0.7% 0.9847
Low 0.9684 0.9757 0.0073 0.8% 0.9684
Close 0.9754 0.9827 0.0073 0.7% 0.9827
Range 0.0091 0.0090 -0.0001 -1.1% 0.0163
ATR 0.0095 0.0094 0.0000 -0.1% 0.0000
Volume 87,185 58,419 -28,766 -33.0% 391,203
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0080 1.0044 0.9877
R3 0.9990 0.9954 0.9852
R2 0.9900 0.9900 0.9844
R1 0.9864 0.9864 0.9835 0.9882
PP 0.9810 0.9810 0.9810 0.9820
S1 0.9774 0.9774 0.9819 0.9792
S2 0.9720 0.9720 0.9811
S3 0.9630 0.9684 0.9802
S4 0.9540 0.9594 0.9778
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0275 1.0214 0.9917
R3 1.0112 1.0051 0.9872
R2 0.9949 0.9949 0.9857
R1 0.9888 0.9888 0.9842 0.9919
PP 0.9786 0.9786 0.9786 0.9801
S1 0.9725 0.9725 0.9812 0.9756
S2 0.9623 0.9623 0.9797
S3 0.9460 0.9562 0.9782
S4 0.9297 0.9399 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9684 0.0163 1.7% 0.0075 0.8% 88% True False 78,240
10 0.9847 0.9458 0.0389 4.0% 0.0087 0.9% 95% True False 83,505
20 0.9847 0.9362 0.0485 4.9% 0.0096 1.0% 96% True False 84,023
40 0.9847 0.9274 0.0573 5.8% 0.0099 1.0% 97% True False 82,110
60 0.9847 0.9274 0.0573 5.8% 0.0097 1.0% 97% True False 74,798
80 0.9847 0.9274 0.0573 5.8% 0.0103 1.1% 97% True False 58,251
100 0.9847 0.9217 0.0630 6.4% 0.0107 1.1% 97% True False 46,662
120 0.9847 0.9100 0.0747 7.6% 0.0106 1.1% 97% True False 38,903
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0230
2.618 1.0083
1.618 0.9993
1.000 0.9937
0.618 0.9903
HIGH 0.9847
0.618 0.9813
0.500 0.9802
0.382 0.9791
LOW 0.9757
0.618 0.9701
1.000 0.9667
1.618 0.9611
2.618 0.9521
4.250 0.9375
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 0.9819 0.9807
PP 0.9810 0.9786
S1 0.9802 0.9766

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

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