CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 0.9624 0.9701 0.0077 0.8% 0.9634
High 0.9624 0.9701 0.0077 0.8% 0.9705
Low 0.9600 0.9701 0.0101 1.1% 0.9615
Close 0.9630 0.9699 0.0069 0.7% 0.9687
Range 0.0024 0.0000 -0.0024 -100.0% 0.0090
ATR 0.0064 0.0065 0.0000 0.8% 0.0000
Volume 16 11 -5 -31.3% 82
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9700 0.9700 0.9699
R3 0.9700 0.9700 0.9699
R2 0.9700 0.9700 0.9699
R1 0.9700 0.9700 0.9699 0.9700
PP 0.9700 0.9700 0.9700 0.9701
S1 0.9700 0.9700 0.9699 0.9700
S2 0.9700 0.9700 0.9699
S3 0.9700 0.9700 0.9699
S4 0.9700 0.9700 0.9699
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9939 0.9903 0.9737
R3 0.9849 0.9813 0.9712
R2 0.9759 0.9759 0.9704
R1 0.9723 0.9723 0.9695 0.9741
PP 0.9669 0.9669 0.9669 0.9678
S1 0.9633 0.9633 0.9679 0.9651
S2 0.9579 0.9579 0.9671
S3 0.9489 0.9543 0.9662
S4 0.9399 0.9453 0.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9600 0.0140 1.4% 0.0035 0.4% 71% False False 18
10 0.9740 0.9499 0.0241 2.5% 0.0029 0.3% 83% False False 20
20 0.9740 0.9338 0.0402 4.1% 0.0023 0.2% 90% False False 17
40 0.9740 0.9311 0.0429 4.4% 0.0023 0.2% 90% False False 19
60 0.9740 0.9255 0.0485 5.0% 0.0018 0.2% 92% False False 15
80 0.9740 0.9100 0.0640 6.6% 0.0017 0.2% 94% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9701
2.618 0.9701
1.618 0.9701
1.000 0.9701
0.618 0.9701
HIGH 0.9701
0.618 0.9701
0.500 0.9701
0.382 0.9701
LOW 0.9701
0.618 0.9701
1.000 0.9701
1.618 0.9701
2.618 0.9701
4.250 0.9701
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 0.9701 0.9689
PP 0.9700 0.9680
S1 0.9700 0.9670

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

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