CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 0.9703 0.9482 -0.0221 -2.3% 0.9831
High 0.9723 0.9666 -0.0057 -0.6% 0.9893
Low 0.9291 0.9474 0.0183 2.0% 0.9291
Close 0.9407 0.9591 0.0184 2.0% 0.9591
Range 0.0432 0.0192 -0.0240 -55.6% 0.0602
ATR 0.0120 0.0130 0.0010 8.2% 0.0000
Volume 571 1,699 1,128 197.5% 3,693
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.0153 1.0064 0.9697
R3 0.9961 0.9872 0.9644
R2 0.9769 0.9769 0.9626
R1 0.9680 0.9680 0.9609 0.9725
PP 0.9577 0.9577 0.9577 0.9599
S1 0.9488 0.9488 0.9573 0.9533
S2 0.9385 0.9385 0.9556
S3 0.9193 0.9296 0.9538
S4 0.9001 0.9104 0.9485
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1398 1.1096 0.9922
R3 1.0796 1.0494 0.9757
R2 1.0194 1.0194 0.9701
R1 0.9892 0.9892 0.9646 0.9742
PP 0.9592 0.9592 0.9592 0.9517
S1 0.9290 0.9290 0.9536 0.9140
S2 0.8990 0.8990 0.9481
S3 0.8388 0.8688 0.9425
S4 0.7786 0.8086 0.9260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9893 0.9291 0.0602 6.3% 0.0190 2.0% 50% False False 738
10 1.0018 0.9291 0.0727 7.6% 0.0154 1.6% 41% False False 610
20 1.0054 0.9291 0.0763 8.0% 0.0120 1.2% 39% False False 670
40 1.0054 0.9291 0.0763 8.0% 0.0095 1.0% 39% False False 453
60 1.0054 0.9291 0.0763 8.0% 0.0082 0.9% 39% False False 317
80 1.0054 0.9288 0.0766 8.0% 0.0071 0.7% 40% False False 242
100 1.0054 0.9288 0.0766 8.0% 0.0061 0.6% 40% False False 197
120 1.0054 0.9288 0.0766 8.0% 0.0055 0.6% 40% False False 168
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0482
2.618 1.0169
1.618 0.9977
1.000 0.9858
0.618 0.9785
HIGH 0.9666
0.618 0.9593
0.500 0.9570
0.382 0.9547
LOW 0.9474
0.618 0.9355
1.000 0.9282
1.618 0.9163
2.618 0.8971
4.250 0.8658
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 0.9584 0.9570
PP 0.9577 0.9550
S1 0.9570 0.9529

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

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