CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 0.9444 0.9375 -0.0069 -0.7% 0.9431
High 0.9444 0.9375 -0.0069 -0.7% 0.9452
Low 0.9444 0.9300 -0.0144 -1.5% 0.9346
Close 0.9416 0.9326 -0.0090 -1.0% 0.9347
Range 0.0000 0.0075 0.0075 0.0106
ATR 0.0054 0.0058 0.0004 8.2% 0.0000
Volume 1 2 1 100.0% 138
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9559 0.9517 0.9367
R3 0.9484 0.9442 0.9347
R2 0.9409 0.9409 0.9340
R1 0.9367 0.9367 0.9333 0.9351
PP 0.9334 0.9334 0.9334 0.9325
S1 0.9292 0.9292 0.9319 0.9276
S2 0.9259 0.9259 0.9312
S3 0.9184 0.9217 0.9305
S4 0.9109 0.9142 0.9285
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 0.9300 0.0144 1.5% 0.0039 0.4% 18% False True 19
10 0.9488 0.9300 0.0188 2.0% 0.0038 0.4% 14% False True 23
20 0.9755 0.9300 0.0455 4.9% 0.0034 0.4% 6% False True 19
40 0.9755 0.9300 0.0455 4.9% 0.0024 0.3% 6% False True 21
60 0.9755 0.9300 0.0455 4.9% 0.0023 0.3% 6% False True 18
80 0.9755 0.9255 0.0500 5.4% 0.0020 0.2% 14% False False 15
100 0.9755 0.9100 0.0655 7.0% 0.0019 0.2% 35% False False 13
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 40 trading days
Fibonacci Retracements and Extensions
4.250 0.9694
2.618 0.9571
1.618 0.9496
1.000 0.9450
0.618 0.9421
HIGH 0.9375
0.618 0.9346
0.500 0.9338
0.382 0.9329
LOW 0.9300
0.618 0.9254
1.000 0.9225
1.618 0.9179
2.618 0.9104
4.250 0.8981
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 0.9338 0.9372
PP 0.9334 0.9357
S1 0.9330 0.9341

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

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