CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.9575 0.9537 -0.0038 -0.4% 0.9354
High 0.9579 0.9596 0.0017 0.2% 0.9528
Low 0.9569 0.9537 -0.0032 -0.3% 0.9318
Close 0.9570 0.9612 0.0042 0.4% 0.9513
Range 0.0010 0.0059 0.0049 490.0% 0.0210
ATR 0.0055 0.0055 0.0000 0.5% 0.0000
Volume 19 5 -14 -73.7% 77
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9759 0.9744 0.9644
R3 0.9700 0.9685 0.9628
R2 0.9641 0.9641 0.9623
R1 0.9626 0.9626 0.9617 0.9634
PP 0.9582 0.9582 0.9582 0.9585
S1 0.9567 0.9567 0.9607 0.9575
S2 0.9523 0.9523 0.9601
S3 0.9464 0.9508 0.9596
S4 0.9405 0.9449 0.9580
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0083 1.0008 0.9629
R3 0.9873 0.9798 0.9571
R2 0.9663 0.9663 0.9552
R1 0.9588 0.9588 0.9532 0.9626
PP 0.9453 0.9453 0.9453 0.9472
S1 0.9378 0.9378 0.9494 0.9416
S2 0.9243 0.9243 0.9475
S3 0.9033 0.9168 0.9455
S4 0.8823 0.8958 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9597 0.9496 0.0101 1.1% 0.0030 0.3% 115% False False 11
10 0.9597 0.9288 0.0309 3.2% 0.0040 0.4% 105% False False 15
20 0.9597 0.9288 0.0309 3.2% 0.0036 0.4% 105% False False 20
40 0.9755 0.9288 0.0467 4.9% 0.0032 0.3% 69% False False 18
60 0.9755 0.9288 0.0467 4.9% 0.0028 0.3% 69% False False 20
80 0.9755 0.9255 0.0500 5.2% 0.0024 0.2% 71% False False 16
100 0.9755 0.9100 0.0655 6.8% 0.0021 0.2% 78% False False 14
120 0.9755 0.9024 0.0731 7.6% 0.0019 0.2% 80% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9847
2.618 0.9750
1.618 0.9691
1.000 0.9655
0.618 0.9632
HIGH 0.9596
0.618 0.9573
0.500 0.9567
0.382 0.9560
LOW 0.9537
0.618 0.9501
1.000 0.9478
1.618 0.9442
2.618 0.9383
4.250 0.9286
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.9597 0.9597
PP 0.9582 0.9582
S1 0.9567 0.9567

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

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