CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 0.9355 0.9325 -0.0030 -0.3% 0.9431
High 0.9397 0.9395 -0.0002 0.0% 0.9452
Low 0.9346 0.9325 -0.0021 -0.2% 0.9346
Close 0.9347 0.9400 0.0053 0.6% 0.9347
Range 0.0051 0.0070 0.0019 37.3% 0.0106
ATR 0.0058 0.0059 0.0001 1.4% 0.0000
Volume 8 66 58 725.0% 138
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9583 0.9562 0.9439
R3 0.9513 0.9492 0.9419
R2 0.9443 0.9443 0.9413
R1 0.9422 0.9422 0.9406 0.9433
PP 0.9373 0.9373 0.9373 0.9379
S1 0.9352 0.9352 0.9394 0.9363
S2 0.9303 0.9303 0.9387
S3 0.9233 0.9282 0.9381
S4 0.9163 0.9212 0.9362
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9700 0.9629 0.9405
R3 0.9594 0.9523 0.9376
R2 0.9488 0.9488 0.9366
R1 0.9417 0.9417 0.9357 0.9400
PP 0.9382 0.9382 0.9382 0.9373
S1 0.9311 0.9311 0.9337 0.9294
S2 0.9276 0.9276 0.9328
S3 0.9170 0.9205 0.9318
S4 0.9064 0.9099 0.9289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9425 0.9325 0.0100 1.1% 0.0050 0.5% 75% False True 35
10 0.9692 0.9325 0.0367 3.9% 0.0038 0.4% 20% False True 25
20 0.9755 0.9325 0.0430 4.6% 0.0035 0.4% 17% False True 20
40 0.9755 0.9325 0.0430 4.6% 0.0026 0.3% 17% False True 23
60 0.9755 0.9278 0.0477 5.1% 0.0022 0.2% 26% False False 18
80 0.9755 0.9255 0.0500 5.3% 0.0020 0.2% 29% False False 15
100 0.9755 0.9100 0.0655 7.0% 0.0019 0.2% 46% 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 37 trading days
Fibonacci Retracements and Extensions
4.250 0.9693
2.618 0.9578
1.618 0.9508
1.000 0.9465
0.618 0.9438
HIGH 0.9395
0.618 0.9368
0.500 0.9360
0.382 0.9352
LOW 0.9325
0.618 0.9282
1.000 0.9255
1.618 0.9212
2.618 0.9142
4.250 0.9028
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 0.9387 0.9389
PP 0.9373 0.9377
S1 0.9360 0.9366

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

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