CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 0.9554 0.9540 -0.0014 -0.1% 0.9508
High 0.9615 0.9624 0.0009 0.1% 0.9624
Low 0.9524 0.9498 -0.0026 -0.3% 0.9498
Close 0.9614 0.9610 -0.0004 0.0% 0.9610
Range 0.0091 0.0126 0.0035 38.5% 0.0126
ATR 0.0085 0.0088 0.0003 3.4% 0.0000
Volume 441 1,059 618 140.1% 3,099
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9955 0.9909 0.9679
R3 0.9829 0.9783 0.9645
R2 0.9703 0.9703 0.9633
R1 0.9657 0.9657 0.9622 0.9680
PP 0.9577 0.9577 0.9577 0.9589
S1 0.9531 0.9531 0.9598 0.9554
S2 0.9451 0.9451 0.9587
S3 0.9325 0.9405 0.9575
S4 0.9199 0.9279 0.9541
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9955 0.9909 0.9679
R3 0.9829 0.9783 0.9645
R2 0.9703 0.9703 0.9633
R1 0.9657 0.9657 0.9622 0.9680
PP 0.9577 0.9577 0.9577 0.9589
S1 0.9531 0.9531 0.9598 0.9554
S2 0.9451 0.9451 0.9587
S3 0.9325 0.9405 0.9575
S4 0.9199 0.9279 0.9541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9624 0.9498 0.0126 1.3% 0.0082 0.9% 89% True True 619
10 0.9624 0.9300 0.0324 3.4% 0.0086 0.9% 96% True False 573
20 0.9624 0.9276 0.0348 3.6% 0.0086 0.9% 96% True False 477
40 0.9775 0.9276 0.0499 5.2% 0.0084 0.9% 67% False False 339
60 0.9775 0.9276 0.0499 5.2% 0.0076 0.8% 67% False False 251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 0.9954
1.618 0.9828
1.000 0.9750
0.618 0.9702
HIGH 0.9624
0.618 0.9576
0.500 0.9561
0.382 0.9546
LOW 0.9498
0.618 0.9420
1.000 0.9372
1.618 0.9294
2.618 0.9168
4.250 0.8963
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 0.9594 0.9594
PP 0.9577 0.9577
S1 0.9561 0.9561

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

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