CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 0.9741 0.9762 0.0021 0.2% 0.9720
High 0.9783 0.9837 0.0054 0.6% 0.9837
Low 0.9685 0.9761 0.0076 0.8% 0.9685
Close 0.9750 0.9822 0.0072 0.7% 0.9822
Range 0.0098 0.0076 -0.0022 -22.4% 0.0152
ATR 0.0067 0.0069 0.0001 2.1% 0.0000
Volume 80 124 44 55.0% 407
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0035 1.0004 0.9864
R3 0.9959 0.9928 0.9843
R2 0.9883 0.9883 0.9836
R1 0.9852 0.9852 0.9829 0.9868
PP 0.9807 0.9807 0.9807 0.9814
S1 0.9776 0.9776 0.9815 0.9792
S2 0.9731 0.9731 0.9808
S3 0.9655 0.9700 0.9801
S4 0.9579 0.9624 0.9780
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0237 1.0182 0.9906
R3 1.0085 1.0030 0.9864
R2 0.9933 0.9933 0.9850
R1 0.9878 0.9878 0.9836 0.9906
PP 0.9781 0.9781 0.9781 0.9795
S1 0.9726 0.9726 0.9808 0.9754
S2 0.9629 0.9629 0.9794
S3 0.9477 0.9574 0.9780
S4 0.9325 0.9422 0.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9837 0.9685 0.0152 1.5% 0.0062 0.6% 90% True False 81
10 0.9837 0.9470 0.0367 3.7% 0.0067 0.7% 96% True False 72
20 0.9837 0.9365 0.0472 4.8% 0.0058 0.6% 97% True False 45
40 0.9837 0.9288 0.0549 5.6% 0.0047 0.5% 97% True False 32
60 0.9837 0.9288 0.0549 5.6% 0.0039 0.4% 97% True False 27
80 0.9837 0.9288 0.0549 5.6% 0.0035 0.4% 97% True False 25
100 0.9837 0.9255 0.0582 5.9% 0.0029 0.3% 97% True False 22
120 0.9837 0.9100 0.0737 7.5% 0.0027 0.3% 98% True False 19
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0036
1.618 0.9960
1.000 0.9913
0.618 0.9884
HIGH 0.9837
0.618 0.9808
0.500 0.9799
0.382 0.9790
LOW 0.9761
0.618 0.9714
1.000 0.9685
1.618 0.9638
2.618 0.9562
4.250 0.9438
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 0.9814 0.9802
PP 0.9807 0.9781
S1 0.9799 0.9761

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

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