CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.9470 0.9600 0.0130 1.4% 0.9615
High 0.9601 0.9680 0.0079 0.8% 0.9625
Low 0.9470 0.9579 0.0109 1.2% 0.9365
Close 0.9599 0.9648 0.0049 0.5% 0.9504
Range 0.0131 0.0101 -0.0030 -22.9% 0.0260
ATR 0.0072 0.0074 0.0002 2.9% 0.0000
Volume 148 24 -124 -83.8% 124
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9939 0.9894 0.9704
R3 0.9838 0.9793 0.9676
R2 0.9737 0.9737 0.9667
R1 0.9692 0.9692 0.9657 0.9715
PP 0.9636 0.9636 0.9636 0.9647
S1 0.9591 0.9591 0.9639 0.9614
S2 0.9535 0.9535 0.9629
S3 0.9434 0.9490 0.9620
S4 0.9333 0.9389 0.9592
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0278 1.0151 0.9647
R3 1.0018 0.9891 0.9576
R2 0.9758 0.9758 0.9552
R1 0.9631 0.9631 0.9528 0.9565
PP 0.9498 0.9498 0.9498 0.9465
S1 0.9371 0.9371 0.9480 0.9305
S2 0.9238 0.9238 0.9456
S3 0.8978 0.9111 0.9433
S4 0.8718 0.8851 0.9361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9680 0.9365 0.0315 3.3% 0.0070 0.7% 90% True False 52
10 0.9680 0.9365 0.0315 3.3% 0.0068 0.7% 90% True False 33
20 0.9680 0.9288 0.0392 4.1% 0.0051 0.5% 92% True False 24
40 0.9755 0.9288 0.0467 4.8% 0.0043 0.4% 77% False False 22
60 0.9755 0.9288 0.0467 4.8% 0.0034 0.4% 77% False False 23
80 0.9755 0.9278 0.0477 4.9% 0.0029 0.3% 78% False False 19
100 0.9755 0.9255 0.0500 5.2% 0.0026 0.3% 79% False False 17
120 0.9755 0.9100 0.0655 6.8% 0.0024 0.2% 84% False False 17
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0109
2.618 0.9944
1.618 0.9843
1.000 0.9781
0.618 0.9742
HIGH 0.9680
0.618 0.9641
0.500 0.9630
0.382 0.9618
LOW 0.9579
0.618 0.9517
1.000 0.9478
1.618 0.9416
2.618 0.9315
4.250 0.9150
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.9642 0.9624
PP 0.9636 0.9599
S1 0.9630 0.9575

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

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