CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 0.9650 0.9700 0.0050 0.5% 0.9580
High 0.9691 0.9700 0.0009 0.1% 0.9620
Low 0.9648 0.9663 0.0015 0.2% 0.9499
Close 0.9678 0.9667 -0.0011 -0.1% 0.9558
Range 0.0043 0.0037 -0.0006 -14.0% 0.0121
ATR 0.0067 0.0065 -0.0002 -3.2% 0.0000
Volume 10 22 12 120.0% 90
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9788 0.9764 0.9687
R3 0.9751 0.9727 0.9677
R2 0.9714 0.9714 0.9674
R1 0.9690 0.9690 0.9670 0.9684
PP 0.9677 0.9677 0.9677 0.9673
S1 0.9653 0.9653 0.9664 0.9647
S2 0.9640 0.9640 0.9660
S3 0.9603 0.9616 0.9657
S4 0.9566 0.9579 0.9647
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 0.9700 0.9558 0.0142 1.5% 0.0026 0.3% 77% True False 21
10 0.9700 0.9499 0.0201 2.1% 0.0025 0.3% 84% True False 22
20 0.9700 0.9338 0.0362 3.7% 0.0017 0.2% 91% True False 21
40 0.9700 0.9311 0.0389 4.0% 0.0019 0.2% 92% True False 18
60 0.9710 0.9255 0.0455 4.7% 0.0016 0.2% 91% False False 14
80 0.9710 0.9100 0.0610 6.3% 0.0015 0.2% 93% False False 12
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9857
2.618 0.9797
1.618 0.9760
1.000 0.9737
0.618 0.9723
HIGH 0.9700
0.618 0.9686
0.500 0.9682
0.382 0.9677
LOW 0.9663
0.618 0.9640
1.000 0.9626
1.618 0.9603
2.618 0.9566
4.250 0.9506
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 0.9682 0.9664
PP 0.9677 0.9661
S1 0.9672 0.9658

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

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