CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 0.9686 0.9680 -0.0006 -0.1% 0.9557
High 0.9701 0.9707 0.0006 0.1% 0.9707
Low 0.9644 0.9636 -0.0008 -0.1% 0.9557
Close 0.9670 0.9690 0.0020 0.2% 0.9690
Range 0.0057 0.0071 0.0014 24.6% 0.0150
ATR 0.0080 0.0079 -0.0001 -0.8% 0.0000
Volume 340 439 99 29.1% 1,238
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9891 0.9861 0.9729
R3 0.9820 0.9790 0.9710
R2 0.9749 0.9749 0.9703
R1 0.9719 0.9719 0.9697 0.9734
PP 0.9678 0.9678 0.9678 0.9685
S1 0.9648 0.9648 0.9683 0.9663
S2 0.9607 0.9607 0.9677
S3 0.9536 0.9577 0.9670
S4 0.9465 0.9506 0.9651
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0101 1.0046 0.9773
R3 0.9951 0.9896 0.9731
R2 0.9801 0.9801 0.9718
R1 0.9746 0.9746 0.9704 0.9774
PP 0.9651 0.9651 0.9651 0.9665
S1 0.9596 0.9596 0.9676 0.9624
S2 0.9501 0.9501 0.9663
S3 0.9351 0.9446 0.9649
S4 0.9201 0.9296 0.9608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9707 0.9557 0.0150 1.5% 0.0072 0.7% 89% True False 247
10 0.9707 0.9455 0.0252 2.6% 0.0067 0.7% 93% True False 176
20 0.9707 0.9318 0.0389 4.0% 0.0066 0.7% 96% True False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0009
2.618 0.9893
1.618 0.9822
1.000 0.9778
0.618 0.9751
HIGH 0.9707
0.618 0.9680
0.500 0.9672
0.382 0.9663
LOW 0.9636
0.618 0.9592
1.000 0.9565
1.618 0.9521
2.618 0.9450
4.250 0.9334
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 0.9684 0.9680
PP 0.9678 0.9669
S1 0.9672 0.9659

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

View Archives - Comment on this page... - Back to Index of Symbols