CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 0.9475 0.9431 -0.0044 -0.5% 0.9692
High 0.9488 0.9452 -0.0036 -0.4% 0.9692
Low 0.9450 0.9430 -0.0020 -0.2% 0.9450
Close 0.9441 0.9455 0.0014 0.1% 0.9441
Range 0.0038 0.0022 -0.0016 -42.1% 0.0242
ATR 0.0061 0.0059 -0.0003 -4.6% 0.0000
Volume 9 25 16 177.8% 46
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9512 0.9505 0.9467
R3 0.9490 0.9483 0.9461
R2 0.9468 0.9468 0.9459
R1 0.9461 0.9461 0.9457 0.9465
PP 0.9446 0.9446 0.9446 0.9447
S1 0.9439 0.9439 0.9453 0.9443
S2 0.9424 0.9424 0.9451
S3 0.9402 0.9417 0.9449
S4 0.9380 0.9395 0.9443
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0254 1.0089 0.9574
R3 1.0012 0.9847 0.9508
R2 0.9770 0.9770 0.9485
R1 0.9605 0.9605 0.9463 0.9567
PP 0.9528 0.9528 0.9528 0.9508
S1 0.9363 0.9363 0.9419 0.9325
S2 0.9286 0.9286 0.9397
S3 0.9044 0.9121 0.9374
S4 0.8802 0.8879 0.9308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9430 0.0262 2.8% 0.0026 0.3% 10% False True 14
10 0.9755 0.9430 0.0325 3.4% 0.0026 0.3% 8% False True 14
20 0.9755 0.9430 0.0325 3.4% 0.0026 0.3% 8% False True 17
40 0.9755 0.9311 0.0444 4.7% 0.0026 0.3% 32% False False 20
60 0.9755 0.9255 0.0500 5.3% 0.0019 0.2% 40% False False 15
80 0.9755 0.9220 0.0535 5.7% 0.0017 0.2% 44% False False 13
100 0.9755 0.9053 0.0702 7.4% 0.0017 0.2% 57% 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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9546
2.618 0.9510
1.618 0.9488
1.000 0.9474
0.618 0.9466
HIGH 0.9452
0.618 0.9444
0.500 0.9441
0.382 0.9438
LOW 0.9430
0.618 0.9416
1.000 0.9408
1.618 0.9394
2.618 0.9372
4.250 0.9337
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 0.9450 0.9475
PP 0.9446 0.9468
S1 0.9441 0.9462

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

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