CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 0.9692 0.9600 -0.0092 -0.9% 0.9740
High 0.9692 0.9600 -0.0092 -0.9% 0.9755
Low 0.9692 0.9535 -0.0157 -1.6% 0.9600
Close 0.9692 0.9543 -0.0149 -1.5% 0.9701
Range 0.0000 0.0065 0.0065 0.0155
ATR 0.0057 0.0064 0.0007 12.6% 0.0000
Volume 6 6 0 0.0% 74
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9754 0.9714 0.9579
R3 0.9689 0.9649 0.9561
R2 0.9624 0.9624 0.9555
R1 0.9584 0.9584 0.9549 0.9572
PP 0.9559 0.9559 0.9559 0.9553
S1 0.9519 0.9519 0.9537 0.9507
S2 0.9494 0.9494 0.9531
S3 0.9429 0.9454 0.9525
S4 0.9364 0.9389 0.9507
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 0.9535 0.0220 2.3% 0.0022 0.2% 4% False True 9
10 0.9755 0.9535 0.0220 2.3% 0.0033 0.3% 4% False True 13
20 0.9755 0.9410 0.0345 3.6% 0.0028 0.3% 39% False False 17
40 0.9755 0.9311 0.0444 4.7% 0.0024 0.3% 52% False False 19
60 0.9755 0.9255 0.0500 5.2% 0.0020 0.2% 58% False False 15
80 0.9755 0.9100 0.0655 6.9% 0.0017 0.2% 68% False False 13
100 0.9755 0.9024 0.0731 7.7% 0.0016 0.2% 71% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9876
2.618 0.9770
1.618 0.9705
1.000 0.9665
0.618 0.9640
HIGH 0.9600
0.618 0.9575
0.500 0.9568
0.382 0.9560
LOW 0.9535
0.618 0.9495
1.000 0.9470
1.618 0.9430
2.618 0.9365
4.250 0.9259
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 0.9568 0.9645
PP 0.9559 0.9611
S1 0.9551 0.9577

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

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