CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 0.9767 0.9790 0.0023 0.2% 0.9831
High 0.9846 0.9842 -0.0004 0.0% 0.9893
Low 0.9720 0.9755 0.0035 0.4% 0.9291
Close 0.9810 0.9801 -0.0009 -0.1% 0.9591
Range 0.0126 0.0087 -0.0039 -31.0% 0.0602
ATR 0.0134 0.0131 -0.0003 -2.5% 0.0000
Volume 1,206 660 -546 -45.3% 3,693
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.0060 1.0018 0.9849
R3 0.9973 0.9931 0.9825
R2 0.9886 0.9886 0.9817
R1 0.9844 0.9844 0.9809 0.9865
PP 0.9799 0.9799 0.9799 0.9810
S1 0.9757 0.9757 0.9793 0.9778
S2 0.9712 0.9712 0.9785
S3 0.9625 0.9670 0.9777
S4 0.9538 0.9583 0.9753
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 0.9846 0.9291 0.0555 5.7% 0.0199 2.0% 92% False False 1,030
10 0.9980 0.9291 0.0689 7.0% 0.0157 1.6% 74% False False 741
20 1.0054 0.9291 0.0763 7.8% 0.0129 1.3% 67% False False 753
40 1.0054 0.9291 0.0763 7.8% 0.0099 1.0% 67% False False 509
60 1.0054 0.9291 0.0763 7.8% 0.0088 0.9% 67% False False 364
80 1.0054 0.9288 0.0766 7.8% 0.0075 0.8% 67% False False 278
100 1.0054 0.9288 0.0766 7.8% 0.0065 0.7% 67% False False 226
120 1.0054 0.9288 0.0766 7.8% 0.0057 0.6% 67% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0212
2.618 1.0070
1.618 0.9983
1.000 0.9929
0.618 0.9896
HIGH 0.9842
0.618 0.9809
0.500 0.9799
0.382 0.9788
LOW 0.9755
0.618 0.9701
1.000 0.9668
1.618 0.9614
2.618 0.9527
4.250 0.9385
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 0.9800 0.9780
PP 0.9799 0.9759
S1 0.9799 0.9738

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

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