CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 0.9499 0.9558 0.0059 0.6% 0.9460
High 0.9519 0.9558 0.0039 0.4% 0.9567
Low 0.9499 0.9558 0.0059 0.6% 0.9410
Close 0.9472 0.9558 0.0086 0.9% 0.9524
Range 0.0020 0.0000 -0.0020 -100.0% 0.0157
ATR 0.0063 0.0065 0.0002 2.6% 0.0000
Volume 30 45 15 50.0% 83
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9558 0.9558 0.9558
R3 0.9558 0.9558 0.9558
R2 0.9558 0.9558 0.9558
R1 0.9558 0.9558 0.9558 0.9558
PP 0.9558 0.9558 0.9558 0.9558
S1 0.9558 0.9558 0.9558 0.9558
S2 0.9558 0.9558 0.9558
S3 0.9558 0.9558 0.9558
S4 0.9558 0.9558 0.9558
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9971 0.9905 0.9610
R3 0.9814 0.9748 0.9567
R2 0.9657 0.9657 0.9553
R1 0.9591 0.9591 0.9538 0.9624
PP 0.9500 0.9500 0.9500 0.9517
S1 0.9434 0.9434 0.9510 0.9467
S2 0.9343 0.9343 0.9495
S3 0.9186 0.9277 0.9481
S4 0.9029 0.9120 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9499 0.0121 1.3% 0.0014 0.2% 49% False False 24
10 0.9620 0.9338 0.0282 3.0% 0.0020 0.2% 78% False False 21
20 0.9620 0.9338 0.0282 3.0% 0.0018 0.2% 78% False False 26
40 0.9620 0.9278 0.0342 3.6% 0.0016 0.2% 82% False False 16
60 0.9710 0.9255 0.0455 4.8% 0.0015 0.2% 67% False False 13
80 0.9710 0.9100 0.0610 6.4% 0.0015 0.2% 75% False False 14
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9558
2.618 0.9558
1.618 0.9558
1.000 0.9558
0.618 0.9558
HIGH 0.9558
0.618 0.9558
0.500 0.9558
0.382 0.9558
LOW 0.9558
0.618 0.9558
1.000 0.9558
1.618 0.9558
2.618 0.9558
4.250 0.9558
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 0.9558 0.9560
PP 0.9558 0.9559
S1 0.9558 0.9559

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

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