CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 0.9755 0.9755 0.0000 0.0% 0.9824
High 0.9827 0.9790 -0.0037 -0.4% 0.9842
Low 0.9751 0.9701 -0.0050 -0.5% 0.9701
Close 0.9773 0.9717 -0.0056 -0.6% 0.9717
Range 0.0076 0.0089 0.0013 17.1% 0.0141
ATR 0.0073 0.0074 0.0001 1.6% 0.0000
Volume 241 129 -112 -46.5% 1,079
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0003 0.9949 0.9766
R3 0.9914 0.9860 0.9741
R2 0.9825 0.9825 0.9733
R1 0.9771 0.9771 0.9725 0.9754
PP 0.9736 0.9736 0.9736 0.9727
S1 0.9682 0.9682 0.9709 0.9665
S2 0.9647 0.9647 0.9701
S3 0.9558 0.9593 0.9693
S4 0.9469 0.9504 0.9668
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0176 1.0088 0.9795
R3 1.0035 0.9947 0.9756
R2 0.9894 0.9894 0.9743
R1 0.9806 0.9806 0.9730 0.9780
PP 0.9753 0.9753 0.9753 0.9740
S1 0.9665 0.9665 0.9704 0.9639
S2 0.9612 0.9612 0.9691
S3 0.9471 0.9524 0.9678
S4 0.9330 0.9383 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9842 0.9701 0.0141 1.5% 0.0077 0.8% 11% False True 215
10 0.9935 0.9701 0.0234 2.4% 0.0074 0.8% 7% False True 262
20 0.9935 0.9470 0.0465 4.8% 0.0070 0.7% 53% False False 167
40 0.9935 0.9288 0.0647 6.7% 0.0058 0.6% 66% False False 93
60 0.9935 0.9288 0.0647 6.7% 0.0048 0.5% 66% False False 69
80 0.9935 0.9288 0.0647 6.7% 0.0040 0.4% 66% False False 57
100 0.9935 0.9255 0.0680 7.0% 0.0035 0.4% 68% False False 47
120 0.9935 0.9255 0.0680 7.0% 0.0032 0.3% 68% False False 40
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0168
2.618 1.0023
1.618 0.9934
1.000 0.9879
0.618 0.9845
HIGH 0.9790
0.618 0.9756
0.500 0.9746
0.382 0.9735
LOW 0.9701
0.618 0.9646
1.000 0.9612
1.618 0.9557
2.618 0.9468
4.250 0.9323
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 0.9746 0.9764
PP 0.9736 0.9748
S1 0.9727 0.9733

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

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