CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	0.9859	0.9824	-0.0035	-0.4%	0.9826
High	0.9935	0.9824	-0.0111	-1.1%	0.9935
Low	0.9815	0.9767	-0.0048	-0.5%	0.9772
Close	0.9841	0.9801	-0.0040	-0.4%	0.9841
Range	0.0120	0.0057	-0.0063	-52.5%	0.0163
ATR	0.0071	0.0071	0.0000	0.4%	0.0000
Volume	626	403	-223	-35.6%	1,545

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9968	0.9942	0.9832
R3	0.9911	0.9885	0.9817
R2	0.9854	0.9854	0.9811
R1	0.9828	0.9828	0.9806	0.9813
PP	0.9797	0.9797	0.9797	0.9790
S1	0.9771	0.9771	0.9796	0.9756
S2	0.9740	0.9740	0.9791
S3	0.9683	0.9714	0.9785
S4	0.9626	0.9657	0.9770

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0253	0.9931
R3	1.0175	1.0090	0.9886
R2	1.0012	1.0012	0.9871
R1	0.9927	0.9927	0.9856	0.9970
PP	0.9849	0.9849	0.9849	0.9871
S1	0.9764	0.9764	0.9826	0.9807
S2	0.9686	0.9686	0.9811
S3	0.9523	0.9601	0.9796
S4	0.9360	0.9438	0.9751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9935	0.9767	0.0168	1.7%	0.0070	0.7%	20%	False	True	373
10	0.9935	0.9685	0.0250	2.6%	0.0069	0.7%	46%	False	False	228
20	0.9935	0.9365	0.0570	5.8%	0.0067	0.7%	76%	False	False	138
40	0.9935	0.9288	0.0647	6.6%	0.0053	0.5%	79%	False	False	79
60	0.9935	0.9288	0.0647	6.6%	0.0044	0.5%	79%	False	False	59
80	0.9935	0.9288	0.0647	6.6%	0.0039	0.4%	79%	False	False	49
100	0.9935	0.9255	0.0680	6.9%	0.0033	0.3%	80%	False	False	41
120	0.9935	0.9220	0.0715	7.3%	0.0029	0.3%	81%	False	False	35

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0066
2.618	0.9973
1.618	0.9916
1.000	0.9881
0.618	0.9859
HIGH	0.9824
0.618	0.9802
0.500	0.9796
0.382	0.9789
LOW	0.9767
0.618	0.9732
1.000	0.9710
1.618	0.9675
2.618	0.9618
4.250	0.9525

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	0.9799	0.9851
PP	0.9797	0.9834
S1	0.9796	0.9818

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