CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 0.9821 0.9839 0.0018 0.2% 0.9825
High 0.9850 0.9844 -0.0006 -0.1% 0.9938
Low 0.9775 0.9724 -0.0051 -0.5% 0.9772
Close 0.9826 0.9758 -0.0068 -0.7% 0.9844
Range 0.0075 0.0120 0.0045 60.0% 0.0166
ATR 0.0086 0.0089 0.0002 2.8% 0.0000
Volume 67,768 62,332 -5,436 -8.0% 323,839
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0135 1.0067 0.9824
R3 1.0015 0.9947 0.9791
R2 0.9895 0.9895 0.9780
R1 0.9827 0.9827 0.9769 0.9801
PP 0.9775 0.9775 0.9775 0.9763
S1 0.9707 0.9707 0.9747 0.9681
S2 0.9655 0.9655 0.9736
S3 0.9535 0.9587 0.9725
S4 0.9415 0.9467 0.9692
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 0.9724 0.0214 2.2% 0.0093 1.0% 16% False True 65,607
10 0.9938 0.9677 0.0261 2.7% 0.0087 0.9% 31% False False 66,100
20 0.9938 0.9364 0.0574 5.9% 0.0089 0.9% 69% False False 37,994
40 0.9938 0.9276 0.0662 6.8% 0.0089 0.9% 73% False False 19,339
60 0.9938 0.9276 0.0662 6.8% 0.0088 0.9% 73% False False 12,975
80 0.9938 0.9276 0.0662 6.8% 0.0081 0.8% 73% False False 9,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0354
2.618 1.0158
1.618 1.0038
1.000 0.9964
0.618 0.9918
HIGH 0.9844
0.618 0.9798
0.500 0.9784
0.382 0.9770
LOW 0.9724
0.618 0.9650
1.000 0.9604
1.618 0.9530
2.618 0.9410
4.250 0.9214
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 0.9784 0.9790
PP 0.9775 0.9779
S1 0.9767 0.9769

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

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