CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 0.9826 0.9812 -0.0014 -0.1% 0.9720
High 0.9829 0.9857 0.0028 0.3% 0.9837
Low 0.9772 0.9804 0.0032 0.3% 0.9685
Close 0.9797 0.9850 0.0053 0.5% 0.9822
Range 0.0057 0.0053 -0.0004 -7.0% 0.0152
ATR 0.0068 0.0067 -0.0001 -0.8% 0.0000
Volume 81 244 163 201.2% 407
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9996 0.9976 0.9879
R3 0.9943 0.9923 0.9865
R2 0.9890 0.9890 0.9860
R1 0.9870 0.9870 0.9855 0.9880
PP 0.9837 0.9837 0.9837 0.9842
S1 0.9817 0.9817 0.9845 0.9827
S2 0.9784 0.9784 0.9840
S3 0.9731 0.9764 0.9835
S4 0.9678 0.9711 0.9821
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 0.9857 0.9685 0.0172 1.7% 0.0070 0.7% 96% True False 112
10 0.9857 0.9665 0.0192 1.9% 0.0055 0.6% 96% True False 87
20 0.9857 0.9365 0.0492 5.0% 0.0061 0.6% 99% True False 60
40 0.9857 0.9288 0.0569 5.8% 0.0048 0.5% 99% True False 40
60 0.9857 0.9288 0.0569 5.8% 0.0041 0.4% 99% True False 33
80 0.9857 0.9288 0.0569 5.8% 0.0036 0.4% 99% True False 29
100 0.9857 0.9255 0.0602 6.1% 0.0030 0.3% 99% True False 25
120 0.9857 0.9100 0.0757 7.7% 0.0027 0.3% 99% True False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0082
2.618 0.9996
1.618 0.9943
1.000 0.9910
0.618 0.9890
HIGH 0.9857
0.618 0.9837
0.500 0.9831
0.382 0.9824
LOW 0.9804
0.618 0.9771
1.000 0.9751
1.618 0.9718
2.618 0.9665
4.250 0.9579
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 0.9844 0.9836
PP 0.9837 0.9823
S1 0.9831 0.9809

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

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