CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 0.9829 0.9810 -0.0019 -0.2% 0.9732
High 0.9837 0.9855 0.0018 0.2% 0.9847
Low 0.9774 0.9802 0.0028 0.3% 0.9684
Close 0.9802 0.9848 0.0046 0.5% 0.9827
Range 0.0063 0.0053 -0.0010 -15.9% 0.0163
ATR 0.0092 0.0089 -0.0003 -3.0% 0.0000
Volume 18,892 5,646 -13,246 -70.1% 391,203
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9994 0.9974 0.9877
R3 0.9941 0.9921 0.9863
R2 0.9888 0.9888 0.9858
R1 0.9868 0.9868 0.9853 0.9878
PP 0.9835 0.9835 0.9835 0.9840
S1 0.9815 0.9815 0.9843 0.9825
S2 0.9782 0.9782 0.9838
S3 0.9729 0.9762 0.9833
S4 0.9676 0.9709 0.9819
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 0.9855 0.9684 0.0171 1.7% 0.0074 0.7% 96% True False 50,781
10 0.9855 0.9650 0.0205 2.1% 0.0071 0.7% 97% True False 68,943
20 0.9855 0.9362 0.0493 5.0% 0.0092 0.9% 99% True False 75,591
40 0.9855 0.9274 0.0581 5.9% 0.0097 1.0% 99% True False 79,234
60 0.9855 0.9274 0.0581 5.9% 0.0096 1.0% 99% True False 72,565
80 0.9855 0.9274 0.0581 5.9% 0.0103 1.0% 99% True False 58,553
100 0.9855 0.9217 0.0638 6.5% 0.0106 1.1% 99% True False 46,897
120 0.9855 0.9100 0.0755 7.7% 0.0106 1.1% 99% True False 39,107
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 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0080
2.618 0.9994
1.618 0.9941
1.000 0.9908
0.618 0.9888
HIGH 0.9855
0.618 0.9835
0.500 0.9829
0.382 0.9822
LOW 0.9802
0.618 0.9769
1.000 0.9749
1.618 0.9716
2.618 0.9663
4.250 0.9577
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 0.9842 0.9834
PP 0.9835 0.9820
S1 0.9829 0.9806

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

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