CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 0.9755 0.9692 -0.0063 -0.6% 0.9740
High 0.9755 0.9692 -0.0063 -0.6% 0.9755
Low 0.9755 0.9692 -0.0063 -0.6% 0.9600
Close 0.9701 0.9692 -0.0009 -0.1% 0.9701
Range
ATR 0.0060 0.0057 -0.0004 -6.1% 0.0000
Volume 21 6 -15 -71.4% 74
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9692 0.9692 0.9692
R3 0.9692 0.9692 0.9692
R2 0.9692 0.9692 0.9692
R1 0.9692 0.9692 0.9692 0.9692
PP 0.9692 0.9692 0.9692 0.9692
S1 0.9692 0.9692 0.9692 0.9692
S2 0.9692 0.9692 0.9692
S3 0.9692 0.9692 0.9692
S4 0.9692 0.9692 0.9692
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% 0.0014 0.1% 59% False False 11
10 0.9755 0.9600 0.0155 1.6% 0.0030 0.3% 59% False False 15
20 0.9755 0.9374 0.0381 3.9% 0.0025 0.3% 83% False False 18
40 0.9755 0.9311 0.0444 4.6% 0.0022 0.2% 86% False False 19
60 0.9755 0.9255 0.0500 5.2% 0.0018 0.2% 87% False False 15
80 0.9755 0.9100 0.0655 6.8% 0.0016 0.2% 90% False False 13
Crabel Price Patterns
NR False
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 False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.9692
2.618 0.9692
1.618 0.9692
1.000 0.9692
0.618 0.9692
HIGH 0.9692
0.618 0.9692
0.500 0.9692
0.382 0.9692
LOW 0.9692
0.618 0.9692
1.000 0.9692
1.618 0.9692
2.618 0.9692
4.250 0.9692
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 0.9692 0.9724
PP 0.9692 0.9713
S1 0.9692 0.9703

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

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