CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 0.9400 0.9406 0.0006 0.1% 0.9692
High 0.9400 0.9406 0.0006 0.1% 0.9692
Low 0.9365 0.9380 0.0015 0.2% 0.9450
Close 0.9378 0.9385 0.0007 0.1% 0.9441
Range 0.0035 0.0026 -0.0009 -25.7% 0.0242
ATR 0.0061 0.0059 -0.0002 -3.9% 0.0000
Volume 38 60 22 57.9% 46
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9468 0.9453 0.9399
R3 0.9442 0.9427 0.9392
R2 0.9416 0.9416 0.9390
R1 0.9401 0.9401 0.9387 0.9396
PP 0.9390 0.9390 0.9390 0.9388
S1 0.9375 0.9375 0.9383 0.9370
S2 0.9364 0.9364 0.9380
S3 0.9338 0.9349 0.9378
S4 0.9312 0.9323 0.9371
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 0.9488 0.9358 0.0130 1.4% 0.0038 0.4% 21% False False 27
10 0.9755 0.9358 0.0397 4.2% 0.0030 0.3% 7% False False 20
20 0.9755 0.9358 0.0397 4.2% 0.0029 0.3% 7% False False 20
40 0.9755 0.9338 0.0417 4.4% 0.0023 0.2% 11% False False 21
60 0.9755 0.9255 0.0500 5.3% 0.0020 0.2% 26% False False 16
80 0.9755 0.9255 0.0500 5.3% 0.0019 0.2% 26% False False 14
100 0.9755 0.9100 0.0655 7.0% 0.0018 0.2% 44% False False 16
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9517
2.618 0.9474
1.618 0.9448
1.000 0.9432
0.618 0.9422
HIGH 0.9406
0.618 0.9396
0.500 0.9393
0.382 0.9390
LOW 0.9380
0.618 0.9364
1.000 0.9354
1.618 0.9338
2.618 0.9312
4.250 0.9270
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 0.9393 0.9392
PP 0.9390 0.9389
S1 0.9388 0.9387

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

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