CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 0.9790 0.9808 0.0018 0.2% 0.9831
High 0.9842 0.9880 0.0038 0.4% 0.9893
Low 0.9755 0.9798 0.0043 0.4% 0.9291
Close 0.9801 0.9824 0.0023 0.2% 0.9591
Range 0.0087 0.0082 -0.0005 -5.7% 0.0602
ATR 0.0131 0.0128 -0.0004 -2.7% 0.0000
Volume 660 769 109 16.5% 3,693
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 1.0080 1.0034 0.9869
R3 0.9998 0.9952 0.9847
R2 0.9916 0.9916 0.9839
R1 0.9870 0.9870 0.9832 0.9893
PP 0.9834 0.9834 0.9834 0.9846
S1 0.9788 0.9788 0.9816 0.9811
S2 0.9752 0.9752 0.9809
S3 0.9670 0.9706 0.9801
S4 0.9588 0.9624 0.9779
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 0.9880 0.9474 0.0406 4.1% 0.0129 1.3% 86% True False 1,070
10 0.9970 0.9291 0.0679 6.9% 0.0156 1.6% 78% False False 758
20 1.0054 0.9291 0.0763 7.8% 0.0130 1.3% 70% False False 778
40 1.0054 0.9291 0.0763 7.8% 0.0100 1.0% 70% False False 521
60 1.0054 0.9291 0.0763 7.8% 0.0088 0.9% 70% False False 377
80 1.0054 0.9288 0.0766 7.8% 0.0075 0.8% 70% False False 288
100 1.0054 0.9288 0.0766 7.8% 0.0066 0.7% 70% False False 233
120 1.0054 0.9288 0.0766 7.8% 0.0058 0.6% 70% False False 198
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0095
1.618 1.0013
1.000 0.9962
0.618 0.9931
HIGH 0.9880
0.618 0.9849
0.500 0.9839
0.382 0.9829
LOW 0.9798
0.618 0.9747
1.000 0.9716
1.618 0.9665
2.618 0.9583
4.250 0.9450
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 0.9839 0.9816
PP 0.9834 0.9808
S1 0.9829 0.9800

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

View Archives - Comment on this page... - Back to Index of Symbols