CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 0.9623 0.9590 -0.0033 -0.3% 0.9508
High 0.9642 0.9630 -0.0012 -0.1% 0.9624
Low 0.9577 0.9452 -0.0125 -1.3% 0.9498
Close 0.9599 0.9474 -0.0125 -1.3% 0.9610
Range 0.0065 0.0178 0.0113 173.8% 0.0126
ATR 0.0087 0.0093 0.0007 7.5% 0.0000
Volume 617 569 -48 -7.8% 3,099
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0053 0.9941 0.9572
R3 0.9875 0.9763 0.9523
R2 0.9697 0.9697 0.9507
R1 0.9585 0.9585 0.9490 0.9552
PP 0.9519 0.9519 0.9519 0.9502
S1 0.9407 0.9407 0.9458 0.9374
S2 0.9341 0.9341 0.9441
S3 0.9163 0.9229 0.9425
S4 0.8985 0.9051 0.9376
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 0.9642 0.9452 0.0190 2.0% 0.0102 1.1% 12% False True 700
10 0.9642 0.9339 0.0303 3.2% 0.0094 1.0% 45% False False 602
20 0.9642 0.9276 0.0366 3.9% 0.0089 0.9% 54% False False 497
40 0.9775 0.9276 0.0499 5.3% 0.0087 0.9% 40% False False 365
60 0.9775 0.9276 0.0499 5.3% 0.0079 0.8% 40% False False 270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.0387
2.618 1.0096
1.618 0.9918
1.000 0.9808
0.618 0.9740
HIGH 0.9630
0.618 0.9562
0.500 0.9541
0.382 0.9520
LOW 0.9452
0.618 0.9342
1.000 0.9274
1.618 0.9164
2.618 0.8986
4.250 0.8696
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 0.9541 0.9547
PP 0.9519 0.9523
S1 0.9496 0.9498

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

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