CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.9600 0.9665 0.0065 0.7% 0.9615
High 0.9680 0.9716 0.0036 0.4% 0.9625
Low 0.9579 0.9665 0.0086 0.9% 0.9365
Close 0.9648 0.9691 0.0043 0.4% 0.9504
Range 0.0101 0.0051 -0.0050 -49.5% 0.0260
ATR 0.0074 0.0074 0.0000 -0.6% 0.0000
Volume 24 90 66 275.0% 124
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9844 0.9818 0.9719
R3 0.9793 0.9767 0.9705
R2 0.9742 0.9742 0.9700
R1 0.9716 0.9716 0.9696 0.9729
PP 0.9691 0.9691 0.9691 0.9697
S1 0.9665 0.9665 0.9686 0.9678
S2 0.9640 0.9640 0.9682
S3 0.9589 0.9614 0.9677
S4 0.9538 0.9563 0.9663
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 0.9716 0.9365 0.0351 3.6% 0.0069 0.7% 93% True False 65
10 0.9716 0.9365 0.0351 3.6% 0.0072 0.7% 93% True False 40
20 0.9716 0.9288 0.0428 4.4% 0.0053 0.5% 94% True False 28
40 0.9755 0.9288 0.0467 4.8% 0.0043 0.4% 86% False False 24
60 0.9755 0.9288 0.0467 4.8% 0.0034 0.4% 86% False False 24
80 0.9755 0.9278 0.0477 4.9% 0.0030 0.3% 87% False False 20
100 0.9755 0.9255 0.0500 5.2% 0.0026 0.3% 87% False False 18
120 0.9755 0.9100 0.0655 6.8% 0.0024 0.2% 90% False False 16
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9933
2.618 0.9850
1.618 0.9799
1.000 0.9767
0.618 0.9748
HIGH 0.9716
0.618 0.9697
0.500 0.9691
0.382 0.9684
LOW 0.9665
0.618 0.9633
1.000 0.9614
1.618 0.9582
2.618 0.9531
4.250 0.9448
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.9691 0.9658
PP 0.9691 0.9626
S1 0.9691 0.9593

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

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