CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 0.9537 0.9520 -0.0017 -0.2% 0.9550
High 0.9596 0.9600 0.0004 0.0% 0.9600
Low 0.9537 0.9520 -0.0017 -0.2% 0.9520
Close 0.9612 0.9608 -0.0004 0.0% 0.9608
Range 0.0059 0.0080 0.0021 35.6% 0.0080
ATR 0.0055 0.0058 0.0003 4.7% 0.0000
Volume 5 15 10 200.0% 50
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9816 0.9792 0.9652
R3 0.9736 0.9712 0.9630
R2 0.9656 0.9656 0.9623
R1 0.9632 0.9632 0.9615 0.9644
PP 0.9576 0.9576 0.9576 0.9582
S1 0.9552 0.9552 0.9601 0.9564
S2 0.9496 0.9496 0.9593
S3 0.9416 0.9472 0.9586
S4 0.9336 0.9392 0.9564
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9816 0.9792 0.9652
R3 0.9736 0.9712 0.9630
R2 0.9656 0.9656 0.9623
R1 0.9632 0.9632 0.9615 0.9644
PP 0.9576 0.9576 0.9576 0.9582
S1 0.9552 0.9552 0.9601 0.9564
S2 0.9496 0.9496 0.9593
S3 0.9416 0.9472 0.9586
S4 0.9336 0.9392 0.9564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9513 0.0087 0.9% 0.0039 0.4% 109% True False 12
10 0.9600 0.9288 0.0312 3.2% 0.0041 0.4% 103% True False 17
20 0.9600 0.9288 0.0312 3.2% 0.0040 0.4% 103% True False 20
40 0.9755 0.9288 0.0467 4.9% 0.0032 0.3% 69% False False 19
60 0.9755 0.9288 0.0467 4.9% 0.0029 0.3% 69% False False 20
80 0.9755 0.9255 0.0500 5.2% 0.0023 0.2% 71% False False 16
100 0.9755 0.9220 0.0535 5.6% 0.0021 0.2% 73% False False 14
120 0.9755 0.9024 0.0731 7.6% 0.0020 0.2% 80% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 0.9940
2.618 0.9809
1.618 0.9729
1.000 0.9680
0.618 0.9649
HIGH 0.9600
0.618 0.9569
0.500 0.9560
0.382 0.9551
LOW 0.9520
0.618 0.9471
1.000 0.9440
1.618 0.9391
2.618 0.9311
4.250 0.9180
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 0.9592 0.9592
PP 0.9576 0.9576
S1 0.9560 0.9560

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

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