CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 0.9650 0.9650 0.0000 0.0% 0.9580
High 0.9650 0.9691 0.0041 0.4% 0.9620
Low 0.9615 0.9648 0.0033 0.3% 0.9499
Close 0.9615 0.9678 0.0063 0.7% 0.9558
Range 0.0035 0.0043 0.0008 22.9% 0.0121
ATR 0.0066 0.0067 0.0001 1.1% 0.0000
Volume 24 10 -14 -58.3% 90
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9801 0.9783 0.9702
R3 0.9758 0.9740 0.9690
R2 0.9715 0.9715 0.9686
R1 0.9697 0.9697 0.9682 0.9706
PP 0.9672 0.9672 0.9672 0.9677
S1 0.9654 0.9654 0.9674 0.9663
S2 0.9629 0.9629 0.9670
S3 0.9586 0.9611 0.9666
S4 0.9543 0.9568 0.9654
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 0.9691 0.9499 0.0192 2.0% 0.0022 0.2% 93% True False 22
10 0.9691 0.9437 0.0254 2.6% 0.0021 0.2% 95% True False 21
20 0.9691 0.9338 0.0353 3.6% 0.0015 0.2% 96% True False 24
40 0.9691 0.9311 0.0380 3.9% 0.0018 0.2% 97% True False 17
60 0.9710 0.9255 0.0455 4.7% 0.0015 0.2% 93% False False 14
80 0.9710 0.9100 0.0610 6.3% 0.0015 0.2% 95% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9874
2.618 0.9804
1.618 0.9761
1.000 0.9734
0.618 0.9718
HIGH 0.9691
0.618 0.9675
0.500 0.9670
0.382 0.9664
LOW 0.9648
0.618 0.9621
1.000 0.9605
1.618 0.9578
2.618 0.9535
4.250 0.9465
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 0.9675 0.9670
PP 0.9672 0.9661
S1 0.9670 0.9653

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

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