CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 0.9703 0.9755 0.0052 0.5% 0.9740
High 0.9750 0.9755 0.0005 0.1% 0.9755
Low 0.9703 0.9755 0.0052 0.5% 0.9600
Close 0.9772 0.9701 -0.0071 -0.7% 0.9701
Range 0.0047 0.0000 -0.0047 -100.0% 0.0155
ATR 0.0064 0.0060 -0.0003 -5.2% 0.0000
Volume 3 21 18 600.0% 74
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9737 0.9719 0.9701
R3 0.9737 0.9719 0.9701
R2 0.9737 0.9737 0.9701
R1 0.9719 0.9719 0.9701 0.9728
PP 0.9737 0.9737 0.9737 0.9742
S1 0.9719 0.9719 0.9701 0.9728
S2 0.9737 0.9737 0.9701
S3 0.9737 0.9719 0.9701
S4 0.9737 0.9719 0.9701
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0150 1.0081 0.9786
R3 0.9995 0.9926 0.9744
R2 0.9840 0.9840 0.9729
R1 0.9771 0.9771 0.9715 0.9728
PP 0.9685 0.9685 0.9685 0.9664
S1 0.9616 0.9616 0.9687 0.9573
S2 0.9530 0.9530 0.9673
S3 0.9375 0.9461 0.9658
S4 0.9220 0.9306 0.9616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9600 0.0155 1.6% 0.0026 0.3% 65% True False 14
10 0.9755 0.9600 0.0155 1.6% 0.0031 0.3% 65% True False 15
20 0.9755 0.9338 0.0417 4.3% 0.0026 0.3% 87% True False 18
40 0.9755 0.9311 0.0444 4.6% 0.0023 0.2% 88% True False 19
60 0.9755 0.9255 0.0500 5.2% 0.0018 0.2% 89% True False 15
80 0.9755 0.9100 0.0655 6.8% 0.0017 0.2% 92% True False 13
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 0.9755
2.618 0.9755
1.618 0.9755
1.000 0.9755
0.618 0.9755
HIGH 0.9755
0.618 0.9755
0.500 0.9755
0.382 0.9755
LOW 0.9755
0.618 0.9755
1.000 0.9755
1.618 0.9755
2.618 0.9755
4.250 0.9755
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 0.9755 0.9728
PP 0.9737 0.9719
S1 0.9719 0.9710

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

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