CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 0.9558 0.9634 0.0076 0.8% 0.9580
High 0.9558 0.9646 0.0088 0.9% 0.9620
Low 0.9558 0.9632 0.0074 0.8% 0.9499
Close 0.9558 0.9590 0.0032 0.3% 0.9558
Range 0.0000 0.0014 0.0014 0.0121
ATR 0.0065 0.0066 0.0002 2.6% 0.0000
Volume 45 5 -40 -88.9% 90
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9665 0.9641 0.9598
R3 0.9651 0.9627 0.9594
R2 0.9637 0.9637 0.9593
R1 0.9613 0.9613 0.9591 0.9618
PP 0.9623 0.9623 0.9623 0.9625
S1 0.9599 0.9599 0.9589 0.9604
S2 0.9609 0.9609 0.9587
S3 0.9595 0.9585 0.9586
S4 0.9581 0.9571 0.9582
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9922 0.9861 0.9625
R3 0.9801 0.9740 0.9591
R2 0.9680 0.9680 0.9580
R1 0.9619 0.9619 0.9569 0.9589
PP 0.9559 0.9559 0.9559 0.9544
S1 0.9498 0.9498 0.9547 0.9468
S2 0.9438 0.9438 0.9536
S3 0.9317 0.9377 0.9525
S4 0.9196 0.9256 0.9491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9646 0.9499 0.0147 1.5% 0.0017 0.2% 62% True False 19
10 0.9646 0.9374 0.0272 2.8% 0.0020 0.2% 79% True False 21
20 0.9646 0.9338 0.0308 3.2% 0.0017 0.2% 82% True False 25
40 0.9646 0.9278 0.0368 3.8% 0.0017 0.2% 85% True False 16
60 0.9710 0.9255 0.0455 4.7% 0.0015 0.2% 74% False False 14
80 0.9710 0.9100 0.0610 6.4% 0.0014 0.2% 80% False False 12
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9706
2.618 0.9683
1.618 0.9669
1.000 0.9660
0.618 0.9655
HIGH 0.9646
0.618 0.9641
0.500 0.9639
0.382 0.9637
LOW 0.9632
0.618 0.9623
1.000 0.9618
1.618 0.9609
2.618 0.9595
4.250 0.9573
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 0.9639 0.9584
PP 0.9623 0.9578
S1 0.9606 0.9573

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

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