CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 0.9375 0.9288 -0.0087 -0.9% 0.9325
High 0.9375 0.9346 -0.0029 -0.3% 0.9444
Low 0.9300 0.9288 -0.0012 -0.1% 0.9288
Close 0.9326 0.9315 -0.0011 -0.1% 0.9315
Range 0.0075 0.0058 -0.0017 -22.7% 0.0156
ATR 0.0058 0.0058 0.0000 -0.1% 0.0000
Volume 2 45 43 2,150.0% 134
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9490 0.9461 0.9347
R3 0.9432 0.9403 0.9331
R2 0.9374 0.9374 0.9326
R1 0.9345 0.9345 0.9320 0.9360
PP 0.9316 0.9316 0.9316 0.9324
S1 0.9287 0.9287 0.9310 0.9302
S2 0.9258 0.9258 0.9304
S3 0.9200 0.9229 0.9299
S4 0.9142 0.9171 0.9283
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9817 0.9722 0.9401
R3 0.9661 0.9566 0.9358
R2 0.9505 0.9505 0.9344
R1 0.9410 0.9410 0.9329 0.9380
PP 0.9349 0.9349 0.9349 0.9334
S1 0.9254 0.9254 0.9301 0.9224
S2 0.9193 0.9193 0.9286
S3 0.9037 0.9098 0.9272
S4 0.8881 0.8942 0.9229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9444 0.9288 0.0156 1.7% 0.0041 0.4% 17% False True 26
10 0.9452 0.9288 0.0164 1.8% 0.0040 0.4% 16% False True 27
20 0.9755 0.9288 0.0467 5.0% 0.0035 0.4% 6% False True 20
40 0.9755 0.9288 0.0467 5.0% 0.0026 0.3% 6% False True 20
60 0.9755 0.9288 0.0467 5.0% 0.0024 0.3% 6% False True 18
80 0.9755 0.9255 0.0500 5.4% 0.0021 0.2% 12% False False 16
100 0.9755 0.9100 0.0655 7.0% 0.0019 0.2% 33% False False 14
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9593
2.618 0.9498
1.618 0.9440
1.000 0.9404
0.618 0.9382
HIGH 0.9346
0.618 0.9324
0.500 0.9317
0.382 0.9310
LOW 0.9288
0.618 0.9252
1.000 0.9230
1.618 0.9194
2.618 0.9136
4.250 0.9042
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 0.9317 0.9366
PP 0.9316 0.9349
S1 0.9316 0.9332

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

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