CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 0.9360 0.9422 0.0062 0.7% 0.9468
High 0.9420 0.9464 0.0044 0.5% 0.9490
Low 0.9327 0.9399 0.0072 0.8% 0.9338
Close 0.9402 0.9437 0.0035 0.4% 0.9349
Range 0.0093 0.0065 -0.0028 -30.1% 0.0152
ATR 0.0087 0.0085 -0.0002 -1.8% 0.0000
Volume 304 452 148 48.7% 2,052
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9628 0.9598 0.9473
R3 0.9563 0.9533 0.9455
R2 0.9498 0.9498 0.9449
R1 0.9468 0.9468 0.9443 0.9483
PP 0.9433 0.9433 0.9433 0.9441
S1 0.9403 0.9403 0.9431 0.9418
S2 0.9368 0.9368 0.9425
S3 0.9303 0.9338 0.9419
S4 0.9238 0.9273 0.9401
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9848 0.9751 0.9433
R3 0.9696 0.9599 0.9391
R2 0.9544 0.9544 0.9377
R1 0.9447 0.9447 0.9363 0.9420
PP 0.9392 0.9392 0.9392 0.9379
S1 0.9295 0.9295 0.9335 0.9268
S2 0.9240 0.9240 0.9321
S3 0.9088 0.9143 0.9307
S4 0.8936 0.8991 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9464 0.9327 0.0137 1.5% 0.0073 0.8% 80% True False 404
10 0.9691 0.9327 0.0364 3.9% 0.0090 1.0% 30% False False 364
20 0.9775 0.9327 0.0448 4.7% 0.0084 0.9% 25% False False 308
40 0.9775 0.9318 0.0457 4.8% 0.0076 0.8% 26% False False 201
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9634
1.618 0.9569
1.000 0.9529
0.618 0.9504
HIGH 0.9464
0.618 0.9439
0.500 0.9432
0.382 0.9424
LOW 0.9399
0.618 0.9359
1.000 0.9334
1.618 0.9294
2.618 0.9229
4.250 0.9123
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 0.9435 0.9423
PP 0.9433 0.9409
S1 0.9432 0.9396

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

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