CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 0.9701 0.9703 0.0002 0.0% 0.9634
High 0.9701 0.9750 0.0049 0.5% 0.9705
Low 0.9701 0.9703 0.0002 0.0% 0.9615
Close 0.9699 0.9772 0.0073 0.8% 0.9687
Range 0.0000 0.0047 0.0047 0.0090
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 11 3 -8 -72.7% 82
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9883 0.9874 0.9798
R3 0.9836 0.9827 0.9785
R2 0.9789 0.9789 0.9781
R1 0.9780 0.9780 0.9776 0.9785
PP 0.9742 0.9742 0.9742 0.9744
S1 0.9733 0.9733 0.9768 0.9738
S2 0.9695 0.9695 0.9763
S3 0.9648 0.9686 0.9759
S4 0.9601 0.9639 0.9746
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 0.9750 0.9600 0.0150 1.5% 0.0037 0.4% 115% True False 14
10 0.9750 0.9558 0.0192 2.0% 0.0031 0.3% 111% True False 18
20 0.9750 0.9338 0.0412 4.2% 0.0026 0.3% 105% True False 17
40 0.9750 0.9311 0.0439 4.5% 0.0024 0.2% 105% True False 19
60 0.9750 0.9255 0.0495 5.1% 0.0018 0.2% 104% True False 15
80 0.9750 0.9100 0.0650 6.7% 0.0017 0.2% 103% True False 13
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9950
2.618 0.9873
1.618 0.9826
1.000 0.9797
0.618 0.9779
HIGH 0.9750
0.618 0.9732
0.500 0.9727
0.382 0.9721
LOW 0.9703
0.618 0.9674
1.000 0.9656
1.618 0.9627
2.618 0.9580
4.250 0.9503
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 0.9757 0.9740
PP 0.9742 0.9707
S1 0.9727 0.9675

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

View Archives - Comment on this page... - Back to Index of Symbols