CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 0.9951 0.9831 -0.0120 -1.2% 0.9998
High 0.9970 0.9893 -0.0077 -0.8% 1.0018
Low 0.9816 0.9808 -0.0008 -0.1% 0.9797
Close 0.9827 0.9890 0.0063 0.6% 0.9827
Range 0.0154 0.0085 -0.0069 -44.8% 0.0221
ATR 0.0093 0.0092 -0.0001 -0.6% 0.0000
Volume 241 519 278 115.4% 2,408
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1.0119 1.0089 0.9937
R3 1.0034 1.0004 0.9913
R2 0.9949 0.9949 0.9906
R1 0.9919 0.9919 0.9898 0.9934
PP 0.9864 0.9864 0.9864 0.9871
S1 0.9834 0.9834 0.9882 0.9849
S2 0.9779 0.9779 0.9874
S3 0.9694 0.9749 0.9867
S4 0.9609 0.9664 0.9843
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0544 1.0406 0.9949
R3 1.0323 1.0185 0.9888
R2 1.0102 1.0102 0.9868
R1 0.9964 0.9964 0.9847 0.9923
PP 0.9881 0.9881 0.9881 0.9860
S1 0.9743 0.9743 0.9807 0.9702
S2 0.9660 0.9660 0.9786
S3 0.9439 0.9522 0.9766
S4 0.9218 0.9301 0.9705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9990 0.9797 0.0193 2.0% 0.0125 1.3% 48% False False 459
10 1.0054 0.9797 0.0257 2.6% 0.0108 1.1% 36% False False 759
20 1.0054 0.9790 0.0264 2.7% 0.0091 0.9% 38% False False 554
40 1.0054 0.9685 0.0369 3.7% 0.0080 0.8% 56% False False 382
60 1.0054 0.9318 0.0736 7.4% 0.0071 0.7% 78% False False 265
80 1.0054 0.9288 0.0766 7.7% 0.0062 0.6% 79% False False 204
100 1.0054 0.9288 0.0766 7.7% 0.0053 0.5% 79% False False 167
120 1.0054 0.9288 0.0766 7.7% 0.0048 0.5% 79% False False 142
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0254
2.618 1.0116
1.618 1.0031
1.000 0.9978
0.618 0.9946
HIGH 0.9893
0.618 0.9861
0.500 0.9851
0.382 0.9840
LOW 0.9808
0.618 0.9755
1.000 0.9723
1.618 0.9670
2.618 0.9585
4.250 0.9447
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 0.9877 0.9894
PP 0.9864 0.9893
S1 0.9851 0.9891

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

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