CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 0.9435 0.9444 0.0009 0.1% 0.9431
High 0.9435 0.9444 0.0009 0.1% 0.9452
Low 0.9435 0.9444 0.0009 0.1% 0.9346
Close 0.9435 0.9416 -0.0019 -0.2% 0.9347
Range
ATR 0.0058 0.0054 -0.0003 -6.0% 0.0000
Volume 20 1 -19 -95.0% 138
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9435 0.9425 0.9416
R3 0.9435 0.9425 0.9416
R2 0.9435 0.9435 0.9416
R1 0.9425 0.9425 0.9416 0.9430
PP 0.9435 0.9435 0.9435 0.9437
S1 0.9425 0.9425 0.9416 0.9430
S2 0.9435 0.9435 0.9416
S3 0.9435 0.9425 0.9416
S4 0.9435 0.9425 0.9416
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 0.9444 0.9325 0.0119 1.3% 0.0029 0.3% 76% True False 31
10 0.9519 0.9325 0.0194 2.1% 0.0031 0.3% 47% False False 25
20 0.9755 0.9325 0.0430 4.6% 0.0032 0.3% 21% False False 19
40 0.9755 0.9325 0.0430 4.6% 0.0025 0.3% 21% False False 22
60 0.9755 0.9311 0.0444 4.7% 0.0022 0.2% 24% False False 18
80 0.9755 0.9255 0.0500 5.3% 0.0019 0.2% 32% False False 15
100 0.9755 0.9100 0.0655 7.0% 0.0018 0.2% 48% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.9444
2.618 0.9444
1.618 0.9444
1.000 0.9444
0.618 0.9444
HIGH 0.9444
0.618 0.9444
0.500 0.9444
0.382 0.9444
LOW 0.9444
0.618 0.9444
1.000 0.9444
1.618 0.9444
2.618 0.9444
4.250 0.9444
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 0.9444 0.9406
PP 0.9435 0.9395
S1 0.9425 0.9385

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

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