CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 0.9354 0.9318 -0.0036 -0.4% 0.9325
High 0.9354 0.9356 0.0002 0.0% 0.9444
Low 0.9331 0.9318 -0.0013 -0.1% 0.9288
Close 0.9315 0.9353 0.0038 0.4% 0.9315
Range 0.0023 0.0038 0.0015 65.2% 0.0156
ATR 0.0057 0.0056 -0.0001 -2.0% 0.0000
Volume 20 31 11 55.0% 134
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9456 0.9443 0.9374
R3 0.9418 0.9405 0.9363
R2 0.9380 0.9380 0.9360
R1 0.9367 0.9367 0.9356 0.9374
PP 0.9342 0.9342 0.9342 0.9346
S1 0.9329 0.9329 0.9350 0.9336
S2 0.9304 0.9304 0.9346
S3 0.9266 0.9291 0.9343
S4 0.9228 0.9253 0.9332
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% 0.0039 0.4% 42% False False 19
10 0.9444 0.9288 0.0156 1.7% 0.0038 0.4% 42% False False 29
20 0.9755 0.9288 0.0467 5.0% 0.0032 0.3% 14% False False 21
40 0.9755 0.9288 0.0467 5.0% 0.0027 0.3% 14% False False 19
60 0.9755 0.9288 0.0467 5.0% 0.0025 0.3% 14% False False 19
80 0.9755 0.9255 0.0500 5.3% 0.0021 0.2% 20% False False 16
100 0.9755 0.9100 0.0655 7.0% 0.0020 0.2% 39% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9518
2.618 0.9455
1.618 0.9417
1.000 0.9394
0.618 0.9379
HIGH 0.9356
0.618 0.9341
0.500 0.9337
0.382 0.9333
LOW 0.9318
0.618 0.9295
1.000 0.9280
1.618 0.9257
2.618 0.9219
4.250 0.9157
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 0.9348 0.9343
PP 0.9342 0.9332
S1 0.9337 0.9322

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

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