CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 0.9325 0.9435 0.0110 1.2% 0.9431
High 0.9395 0.9435 0.0040 0.4% 0.9452
Low 0.9325 0.9435 0.0110 1.2% 0.9346
Close 0.9400 0.9435 0.0035 0.4% 0.9347
Range 0.0070 0.0000 -0.0070 -100.0% 0.0106
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 66 20 -46 -69.7% 138
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9435 0.9435 0.9435
R3 0.9435 0.9435 0.9435
R2 0.9435 0.9435 0.9435
R1 0.9435 0.9435 0.9435 0.9435
PP 0.9435 0.9435 0.9435 0.9435
S1 0.9435 0.9435 0.9435 0.9435
S2 0.9435 0.9435 0.9435
S3 0.9435 0.9435 0.9435
S4 0.9435 0.9435 0.9435
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 0.9435 0.9325 0.0110 1.2% 0.0036 0.4% 100% True False 38
10 0.9600 0.9325 0.0275 2.9% 0.0038 0.4% 40% False False 26
20 0.9755 0.9325 0.0430 4.6% 0.0034 0.4% 26% False False 21
40 0.9755 0.9325 0.0430 4.6% 0.0025 0.3% 26% False False 23
60 0.9755 0.9278 0.0477 5.1% 0.0022 0.2% 33% False False 18
80 0.9755 0.9255 0.0500 5.3% 0.0019 0.2% 36% False False 15
100 0.9755 0.9100 0.0655 6.9% 0.0018 0.2% 51% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9435
1.618 0.9435
1.000 0.9435
0.618 0.9435
HIGH 0.9435
0.618 0.9435
0.500 0.9435
0.382 0.9435
LOW 0.9435
0.618 0.9435
1.000 0.9435
1.618 0.9435
2.618 0.9435
4.250 0.9435
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 0.9435 0.9417
PP 0.9435 0.9398
S1 0.9435 0.9380

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

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