CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	0.9824	0.9830	0.0006	0.1%	0.9826
High	0.9824	0.9842	0.0018	0.2%	0.9935
Low	0.9767	0.9780	0.0013	0.1%	0.9772
Close	0.9801	0.9823	0.0022	0.2%	0.9841
Range	0.0057	0.0062	0.0005	8.8%	0.0163
ATR	0.0071	0.0070	-0.0001	-0.9%	0.0000
Volume	403	178	-225	-55.8%	1,545

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9974	0.9857
R3	0.9939	0.9912	0.9840
R2	0.9877	0.9877	0.9834
R1	0.9850	0.9850	0.9829	0.9833
PP	0.9815	0.9815	0.9815	0.9806
S1	0.9788	0.9788	0.9817	0.9771
S2	0.9753	0.9753	0.9812
S3	0.9691	0.9726	0.9806
S4	0.9629	0.9664	0.9789

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%	0.0072	0.7%	33%	False	False	360
10	0.9935	0.9685	0.0250	2.5%	0.0071	0.7%	55%	False	False	236
20	0.9935	0.9365	0.0570	5.8%	0.0063	0.6%	80%	False	False	146
40	0.9935	0.9288	0.0647	6.6%	0.0054	0.6%	83%	False	False	83
60	0.9935	0.9288	0.0647	6.6%	0.0045	0.5%	83%	False	False	61
80	0.9935	0.9288	0.0647	6.6%	0.0040	0.4%	83%	False	False	52
100	0.9935	0.9255	0.0680	6.9%	0.0033	0.3%	84%	False	False	42
120	0.9935	0.9220	0.0715	7.3%	0.0029	0.3%	84%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0106
2.618	1.0004
1.618	0.9942
1.000	0.9904
0.618	0.9880
HIGH	0.9842
0.618	0.9818
0.500	0.9811
0.382	0.9804
LOW	0.9780
0.618	0.9742
1.000	0.9718
1.618	0.9680
2.618	0.9618
4.250	0.9517

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	0.9819	0.9851
PP	0.9815	0.9842
S1	0.9811	0.9832

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