CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 0.9482 0.9657 0.0175 1.8% 0.9831
High 0.9666 0.9787 0.0121 1.3% 0.9893
Low 0.9474 0.9630 0.0156 1.6% 0.9291
Close 0.9591 0.9755 0.0164 1.7% 0.9591
Range 0.0192 0.0157 -0.0035 -18.2% 0.0602
ATR 0.0130 0.0135 0.0005 3.6% 0.0000
Volume 1,699 1,017 -682 -40.1% 3,693
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 1.0195 1.0132 0.9841
R3 1.0038 0.9975 0.9798
R2 0.9881 0.9881 0.9784
R1 0.9818 0.9818 0.9769 0.9850
PP 0.9724 0.9724 0.9724 0.9740
S1 0.9661 0.9661 0.9741 0.9693
S2 0.9567 0.9567 0.9726
S3 0.9410 0.9504 0.9712
S4 0.9253 0.9347 0.9669
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 0.9885 0.9291 0.0594 6.1% 0.0205 2.1% 78% False False 838
10 0.9990 0.9291 0.0699 7.2% 0.0165 1.7% 66% False False 649
20 1.0054 0.9291 0.0763 7.8% 0.0124 1.3% 61% False False 686
40 1.0054 0.9291 0.0763 7.8% 0.0097 1.0% 61% False False 476
60 1.0054 0.9291 0.0763 7.8% 0.0085 0.9% 61% False False 333
80 1.0054 0.9288 0.0766 7.9% 0.0072 0.7% 61% False False 255
100 1.0054 0.9288 0.0766 7.9% 0.0063 0.6% 61% False False 207
120 1.0054 0.9288 0.0766 7.9% 0.0056 0.6% 61% False False 176
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0198
1.618 1.0041
1.000 0.9944
0.618 0.9884
HIGH 0.9787
0.618 0.9727
0.500 0.9709
0.382 0.9690
LOW 0.9630
0.618 0.9533
1.000 0.9473
1.618 0.9376
2.618 0.9219
4.250 0.8963
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 0.9740 0.9683
PP 0.9724 0.9611
S1 0.9709 0.9539

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

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