CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	0.9711	0.9733	0.0022	0.2%	0.9470
High	0.9757	0.9783	0.0026	0.3%	0.9736
Low	0.9711	0.9719	0.0008	0.1%	0.9470
Close	0.9740	0.9738	-0.0002	0.0%	0.9707
Range	0.0046	0.0064	0.0018	39.1%	0.0266
ATR	0.0065	0.0065	0.0000	-0.1%	0.0000
Volume	96	34	-62	-64.6%	313

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9939	0.9902	0.9773
R3	0.9875	0.9838	0.9756
R2	0.9811	0.9811	0.9750
R1	0.9774	0.9774	0.9744	0.9793
PP	0.9747	0.9747	0.9747	0.9756
S1	0.9710	0.9710	0.9732	0.9729
S2	0.9683	0.9683	0.9726
S3	0.9619	0.9646	0.9720
S4	0.9555	0.9582	0.9703

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0436	1.0337	0.9853
R3	1.0170	1.0071	0.9780
R2	0.9904	0.9904	0.9756
R1	0.9805	0.9805	0.9731	0.9855
PP	0.9638	0.9638	0.9638	0.9662
S1	0.9539	0.9539	0.9683	0.9589
S2	0.9372	0.9372	0.9658
S3	0.9106	0.9273	0.9634
S4	0.8840	0.9007	0.9561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9680	0.0103	1.1%	0.0043	0.4%	56%	True	False	50
10	0.9783	0.9365	0.0418	4.3%	0.0056	0.6%	89%	True	False	58
20	0.9783	0.9350	0.0433	4.4%	0.0054	0.6%	90%	True	False	35
40	0.9783	0.9288	0.0495	5.1%	0.0043	0.4%	91%	True	False	28
60	0.9783	0.9288	0.0495	5.1%	0.0036	0.4%	91%	True	False	24
80	0.9783	0.9288	0.0495	5.1%	0.0033	0.3%	91%	True	False	23
100	0.9783	0.9255	0.0528	5.4%	0.0028	0.3%	91%	True	False	20
120	0.9783	0.9100	0.0683	7.0%	0.0025	0.3%	93%	True	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0055
2.618	0.9951
1.618	0.9887
1.000	0.9847
0.618	0.9823
HIGH	0.9783
0.618	0.9759
0.500	0.9751
0.382	0.9743
LOW	0.9719
0.618	0.9679
1.000	0.9655
1.618	0.9615
2.618	0.9551
4.250	0.9447

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	0.9751	0.9747
PP	0.9747	0.9744
S1	0.9742	0.9741

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols