CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 0.9531 0.9567 0.0036 0.4% 0.9400
High 0.9550 0.9567 0.0017 0.2% 0.9417
Low 0.9502 0.9567 0.0065 0.7% 0.9338
Close 0.9539 0.9524 -0.0015 -0.2% 0.9377
Range 0.0048 0.0000 -0.0048 -100.0% 0.0079
ATR 0.0065 0.0063 -0.0003 -4.1% 0.0000
Volume 42 32 -10 -23.8% 64
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9553 0.9538 0.9524
R3 0.9553 0.9538 0.9524
R2 0.9553 0.9553 0.9524
R1 0.9538 0.9538 0.9524 0.9546
PP 0.9553 0.9553 0.9553 0.9556
S1 0.9538 0.9538 0.9524 0.9546
S2 0.9553 0.9553 0.9524
S3 0.9553 0.9538 0.9524
S4 0.9553 0.9538 0.9524
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9614 0.9575 0.9420
R3 0.9535 0.9496 0.9399
R2 0.9456 0.9456 0.9391
R1 0.9417 0.9417 0.9384 0.9397
PP 0.9377 0.9377 0.9377 0.9368
S1 0.9338 0.9338 0.9370 0.9318
S2 0.9298 0.9298 0.9363
S3 0.9219 0.9259 0.9355
S4 0.9140 0.9180 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9567 0.9374 0.0193 2.0% 0.0023 0.2% 78% True False 24
10 0.9567 0.9338 0.0229 2.4% 0.0013 0.1% 81% True False 16
20 0.9576 0.9311 0.0265 2.8% 0.0025 0.3% 80% False False 25
40 0.9576 0.9255 0.0321 3.4% 0.0014 0.2% 84% False False 15
60 0.9710 0.9232 0.0478 5.0% 0.0014 0.1% 61% False False 12
80 0.9710 0.9100 0.0610 6.4% 0.0014 0.2% 70% False False 15
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 True
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9567
2.618 0.9567
1.618 0.9567
1.000 0.9567
0.618 0.9567
HIGH 0.9567
0.618 0.9567
0.500 0.9567
0.382 0.9567
LOW 0.9567
0.618 0.9567
1.000 0.9567
1.618 0.9567
2.618 0.9567
4.250 0.9567
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 0.9567 0.9517
PP 0.9553 0.9509
S1 0.9538 0.9502

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

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