CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 0.9600 0.9519 -0.0081 -0.8% 0.9740
High 0.9600 0.9519 -0.0081 -0.8% 0.9755
Low 0.9535 0.9516 -0.0019 -0.2% 0.9600
Close 0.9543 0.9515 -0.0028 -0.3% 0.9701
Range 0.0065 0.0003 -0.0062 -95.4% 0.0155
ATR 0.0064 0.0061 -0.0003 -4.1% 0.0000
Volume 6 25 19 316.7% 74
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9526 0.9523 0.9517
R3 0.9523 0.9520 0.9516
R2 0.9520 0.9520 0.9516
R1 0.9517 0.9517 0.9515 0.9517
PP 0.9517 0.9517 0.9517 0.9517
S1 0.9514 0.9514 0.9515 0.9514
S2 0.9514 0.9514 0.9514
S3 0.9511 0.9511 0.9514
S4 0.9508 0.9508 0.9513
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 0.9516 0.0239 2.5% 0.0023 0.2% 0% False True 12
10 0.9755 0.9516 0.0239 2.5% 0.0029 0.3% 0% False True 15
20 0.9755 0.9437 0.0318 3.3% 0.0025 0.3% 25% False False 18
40 0.9755 0.9311 0.0444 4.7% 0.0024 0.3% 46% False False 20
60 0.9755 0.9255 0.0500 5.3% 0.0018 0.2% 52% False False 15
80 0.9755 0.9220 0.0535 5.6% 0.0016 0.2% 55% False False 13
100 0.9755 0.9024 0.0731 7.7% 0.0016 0.2% 67% False False 15
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 False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9527
1.618 0.9524
1.000 0.9522
0.618 0.9521
HIGH 0.9519
0.618 0.9518
0.500 0.9518
0.382 0.9517
LOW 0.9516
0.618 0.9514
1.000 0.9513
1.618 0.9511
2.618 0.9508
4.250 0.9503
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 0.9518 0.9604
PP 0.9517 0.9574
S1 0.9516 0.9545

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

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