CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 0.9839 0.9821 -0.0018 -0.2% 0.9825
High 0.9855 0.9850 -0.0005 -0.1% 0.9938
Low 0.9761 0.9775 0.0014 0.1% 0.9772
Close 0.9804 0.9826 0.0022 0.2% 0.9844
Range 0.0094 0.0075 -0.0019 -20.2% 0.0166
ATR 0.0087 0.0086 -0.0001 -1.0% 0.0000
Volume 85,365 67,768 -17,597 -20.6% 323,839
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0042 1.0009 0.9867
R3 0.9967 0.9934 0.9847
R2 0.9892 0.9892 0.9840
R1 0.9859 0.9859 0.9833 0.9876
PP 0.9817 0.9817 0.9817 0.9825
S1 0.9784 0.9784 0.9819 0.9801
S2 0.9742 0.9742 0.9812
S3 0.9667 0.9709 0.9805
S4 0.9592 0.9634 0.9785
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 0.9761 0.0177 1.8% 0.0084 0.9% 37% False False 64,984
10 0.9938 0.9677 0.0261 2.7% 0.0082 0.8% 57% False False 62,499
20 0.9938 0.9364 0.0574 5.8% 0.0086 0.9% 80% False False 35,083
40 0.9938 0.9276 0.0662 6.7% 0.0088 0.9% 83% False False 17,790
60 0.9938 0.9276 0.0662 6.7% 0.0087 0.9% 83% False False 11,938
80 0.9938 0.9276 0.0662 6.7% 0.0081 0.8% 83% False False 8,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0169
2.618 1.0046
1.618 0.9971
1.000 0.9925
0.618 0.9896
HIGH 0.9850
0.618 0.9821
0.500 0.9813
0.382 0.9804
LOW 0.9775
0.618 0.9729
1.000 0.9700
1.618 0.9654
2.618 0.9579
4.250 0.9456
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 0.9822 0.9850
PP 0.9817 0.9842
S1 0.9813 0.9834

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

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