CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 0.9902 0.9860 -0.0042 -0.4% 0.9825
High 0.9911 0.9938 0.0027 0.3% 0.9938
Low 0.9857 0.9815 -0.0042 -0.4% 0.9772
Close 0.9872 0.9844 -0.0028 -0.3% 0.9844
Range 0.0054 0.0123 0.0069 127.8% 0.0166
ATR 0.0084 0.0086 0.0003 3.4% 0.0000
Volume 58,233 54,340 -3,893 -6.7% 323,839
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0235 1.0162 0.9912
R3 1.0112 1.0039 0.9878
R2 0.9989 0.9989 0.9867
R1 0.9916 0.9916 0.9855 0.9891
PP 0.9866 0.9866 0.9866 0.9853
S1 0.9793 0.9793 0.9833 0.9768
S2 0.9743 0.9743 0.9821
S3 0.9620 0.9670 0.9810
S4 0.9497 0.9547 0.9776
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0349 1.0263 0.9935
R3 1.0183 1.0097 0.9890
R2 1.0017 1.0017 0.9874
R1 0.9931 0.9931 0.9859 0.9974
PP 0.9851 0.9851 0.9851 0.9873
S1 0.9765 0.9765 0.9829 0.9808
S2 0.9685 0.9685 0.9814
S3 0.9519 0.9599 0.9798
S4 0.9353 0.9433 0.9753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9938 0.9772 0.0166 1.7% 0.0077 0.8% 43% True False 64,767
10 0.9938 0.9677 0.0261 2.7% 0.0077 0.8% 64% True False 51,548
20 0.9938 0.9364 0.0574 5.8% 0.0090 0.9% 84% True False 27,486
40 0.9938 0.9276 0.0662 6.7% 0.0088 0.9% 86% True False 13,981
60 0.9938 0.9276 0.0662 6.7% 0.0086 0.9% 86% True False 9,388
80 0.9938 0.9276 0.0662 6.7% 0.0080 0.8% 86% True False 7,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0461
2.618 1.0260
1.618 1.0137
1.000 1.0061
0.618 1.0014
HIGH 0.9938
0.618 0.9891
0.500 0.9877
0.382 0.9862
LOW 0.9815
0.618 0.9739
1.000 0.9692
1.618 0.9616
2.618 0.9493
4.250 0.9292
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 0.9877 0.9877
PP 0.9866 0.9866
S1 0.9855 0.9855

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

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