CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 0.9793 0.9805 0.0012 0.1% 0.9839
High 0.9845 0.9872 0.0027 0.3% 0.9855
Low 0.9779 0.9803 0.0024 0.2% 0.9705
Close 0.9811 0.9851 0.0040 0.4% 0.9722
Range 0.0066 0.0069 0.0003 4.5% 0.0150
ATR 0.0088 0.0086 -0.0001 -1.5% 0.0000
Volume 59,667 60,658 991 1.7% 382,817
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0049 1.0019 0.9889
R3 0.9980 0.9950 0.9870
R2 0.9911 0.9911 0.9864
R1 0.9881 0.9881 0.9857 0.9896
PP 0.9842 0.9842 0.9842 0.9850
S1 0.9812 0.9812 0.9845 0.9827
S2 0.9773 0.9773 0.9838
S3 0.9704 0.9743 0.9832
S4 0.9635 0.9674 0.9813
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0211 1.0116 0.9805
R3 1.0061 0.9966 0.9763
R2 0.9911 0.9911 0.9750
R1 0.9816 0.9816 0.9736 0.9789
PP 0.9761 0.9761 0.9761 0.9747
S1 0.9666 0.9666 0.9708 0.9639
S2 0.9611 0.9611 0.9695
S3 0.9461 0.9516 0.9681
S4 0.9311 0.9366 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9872 0.9705 0.0167 1.7% 0.0082 0.8% 87% True False 74,736
10 0.9938 0.9705 0.0233 2.4% 0.0088 0.9% 63% False False 70,171
20 0.9938 0.9670 0.0268 2.7% 0.0080 0.8% 68% False False 56,196
40 0.9938 0.9276 0.0662 6.7% 0.0090 0.9% 87% False False 28,632
60 0.9938 0.9276 0.0662 6.7% 0.0088 0.9% 87% False False 19,193
80 0.9938 0.9276 0.0662 6.7% 0.0083 0.8% 87% False False 14,420
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 True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0165
2.618 1.0053
1.618 0.9984
1.000 0.9941
0.618 0.9915
HIGH 0.9872
0.618 0.9846
0.500 0.9838
0.382 0.9829
LOW 0.9803
0.618 0.9760
1.000 0.9734
1.618 0.9691
2.618 0.9622
4.250 0.9510
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 0.9847 0.9833
PP 0.9842 0.9815
S1 0.9838 0.9797

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

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