CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 0.9731 0.9746 0.0015 0.2% 0.9515
High 0.9769 0.9787 0.0018 0.2% 0.9745
Low 0.9689 0.9716 0.0027 0.3% 0.9459
Close 0.9745 0.9742 -0.0003 0.0% 0.9712
Range 0.0080 0.0071 -0.0009 -11.3% 0.0286
ATR 0.0090 0.0089 -0.0001 -1.5% 0.0000
Volume 24,384 26,326 1,942 8.0% 26,224
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9961 0.9923 0.9781
R3 0.9890 0.9852 0.9762
R2 0.9819 0.9819 0.9755
R1 0.9781 0.9781 0.9749 0.9765
PP 0.9748 0.9748 0.9748 0.9740
S1 0.9710 0.9710 0.9735 0.9694
S2 0.9677 0.9677 0.9729
S3 0.9606 0.9639 0.9722
S4 0.9535 0.9568 0.9703
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0497 1.0390 0.9869
R3 1.0211 1.0104 0.9791
R2 0.9925 0.9925 0.9764
R1 0.9818 0.9818 0.9738 0.9872
PP 0.9639 0.9639 0.9639 0.9665
S1 0.9532 0.9532 0.9686 0.9586
S2 0.9353 0.9353 0.9660
S3 0.9067 0.9246 0.9633
S4 0.8781 0.8960 0.9555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9787 0.9670 0.0117 1.2% 0.0065 0.7% 62% True False 17,849
10 0.9787 0.9364 0.0423 4.3% 0.0091 0.9% 89% True False 9,888
20 0.9787 0.9364 0.0423 4.3% 0.0092 0.9% 89% True False 5,423
40 0.9787 0.9276 0.0511 5.2% 0.0091 0.9% 91% True False 2,878
60 0.9787 0.9276 0.0511 5.2% 0.0084 0.9% 91% True False 1,974
Crabel Price Patterns
NR True
NR4 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0089
2.618 0.9973
1.618 0.9902
1.000 0.9858
0.618 0.9831
HIGH 0.9787
0.618 0.9760
0.500 0.9752
0.382 0.9743
LOW 0.9716
0.618 0.9672
1.000 0.9645
1.618 0.9601
2.618 0.9530
4.250 0.9414
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 0.9752 0.9741
PP 0.9748 0.9739
S1 0.9745 0.9738

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

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