CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 0.9746 0.9728 -0.0018 -0.2% 0.9663
High 0.9774 0.9794 0.0020 0.2% 0.9794
Low 0.9665 0.9689 0.0024 0.2% 0.9635
Close 0.9720 0.9778 0.0058 0.6% 0.9778
Range 0.0109 0.0105 -0.0004 -3.7% 0.0159
ATR 0.0137 0.0135 -0.0002 -1.7% 0.0000
Volume 64,863 83,230 18,367 28.3% 374,698
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0069 1.0028 0.9836
R3 0.9964 0.9923 0.9807
R2 0.9859 0.9859 0.9797
R1 0.9818 0.9818 0.9788 0.9839
PP 0.9754 0.9754 0.9754 0.9764
S1 0.9713 0.9713 0.9768 0.9734
S2 0.9649 0.9649 0.9759
S3 0.9544 0.9608 0.9749
S4 0.9439 0.9503 0.9720
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0213 1.0154 0.9865
R3 1.0054 0.9995 0.9822
R2 0.9895 0.9895 0.9807
R1 0.9836 0.9836 0.9793 0.9866
PP 0.9736 0.9736 0.9736 0.9750
S1 0.9677 0.9677 0.9763 0.9707
S2 0.9577 0.9577 0.9749
S3 0.9418 0.9518 0.9734
S4 0.9259 0.9359 0.9691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9794 0.9635 0.0159 1.6% 0.0112 1.1% 90% True False 74,939
10 0.9794 0.9357 0.0437 4.5% 0.0122 1.2% 96% True False 52,261
20 0.9794 0.9222 0.0572 5.8% 0.0140 1.4% 97% True False 27,472
40 1.0018 0.9222 0.0796 8.1% 0.0141 1.4% 70% False False 14,194
60 1.0054 0.9222 0.0832 8.5% 0.0119 1.2% 67% False False 9,615
80 1.0054 0.9222 0.0832 8.5% 0.0106 1.1% 67% False False 7,252
100 1.0054 0.9222 0.0832 8.5% 0.0094 1.0% 67% False False 5,806
120 1.0054 0.9222 0.0832 8.5% 0.0083 0.9% 67% False False 4,841
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0240
2.618 1.0069
1.618 0.9964
1.000 0.9899
0.618 0.9859
HIGH 0.9794
0.618 0.9754
0.500 0.9742
0.382 0.9729
LOW 0.9689
0.618 0.9624
1.000 0.9584
1.618 0.9519
2.618 0.9414
4.250 0.9243
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 0.9766 0.9762
PP 0.9754 0.9746
S1 0.9742 0.9730

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

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