CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 0.9480 0.9620 0.0140 1.5% 0.9408
High 0.9634 0.9669 0.0035 0.4% 0.9566
Low 0.9453 0.9551 0.0098 1.0% 0.9222
Close 0.9610 0.9594 -0.0016 -0.2% 0.9509
Range 0.0181 0.0118 -0.0063 -34.8% 0.0344
ATR 0.0148 0.0146 -0.0002 -1.4% 0.0000
Volume 4,592 2,523 -2,069 -45.1% 9,034
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9959 0.9894 0.9659
R3 0.9841 0.9776 0.9626
R2 0.9723 0.9723 0.9616
R1 0.9658 0.9658 0.9605 0.9632
PP 0.9605 0.9605 0.9605 0.9591
S1 0.9540 0.9540 0.9583 0.9514
S2 0.9487 0.9487 0.9572
S3 0.9369 0.9422 0.9562
S4 0.9251 0.9304 0.9529
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0464 1.0331 0.9698
R3 1.0120 0.9987 0.9604
R2 0.9776 0.9776 0.9572
R1 0.9643 0.9643 0.9541 0.9710
PP 0.9432 0.9432 0.9432 0.9466
S1 0.9299 0.9299 0.9477 0.9366
S2 0.9088 0.9088 0.9446
S3 0.8744 0.8955 0.9414
S4 0.8400 0.8611 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9669 0.9338 0.0331 3.5% 0.0145 1.5% 77% True False 2,602
10 0.9669 0.9222 0.0447 4.7% 0.0157 1.6% 83% True False 2,333
20 0.9880 0.9222 0.0658 6.9% 0.0159 1.7% 57% False False 1,792
40 1.0054 0.9222 0.0832 8.7% 0.0128 1.3% 45% False False 1,188
60 1.0054 0.9222 0.0832 8.7% 0.0109 1.1% 45% False False 864
80 1.0054 0.9222 0.0832 8.7% 0.0095 1.0% 45% False False 657
100 1.0054 0.9222 0.0832 8.7% 0.0082 0.9% 45% False False 530
120 1.0054 0.9222 0.0832 8.7% 0.0072 0.8% 45% False False 444
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0171
2.618 0.9978
1.618 0.9860
1.000 0.9787
0.618 0.9742
HIGH 0.9669
0.618 0.9624
0.500 0.9610
0.382 0.9596
LOW 0.9551
0.618 0.9478
1.000 0.9433
1.618 0.9360
2.618 0.9242
4.250 0.9050
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 0.9610 0.9583
PP 0.9605 0.9572
S1 0.9599 0.9561

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

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