CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 0.9798 0.9759 -0.0039 -0.4% 0.9663
High 0.9857 0.9816 -0.0041 -0.4% 0.9794
Low 0.9739 0.9705 -0.0034 -0.3% 0.9635
Close 0.9767 0.9715 -0.0052 -0.5% 0.9778
Range 0.0118 0.0111 -0.0007 -5.9% 0.0159
ATR 0.0134 0.0132 -0.0002 -1.2% 0.0000
Volume 58,708 80,897 22,189 37.8% 374,698
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0078 1.0008 0.9776
R3 0.9967 0.9897 0.9746
R2 0.9856 0.9856 0.9735
R1 0.9786 0.9786 0.9725 0.9766
PP 0.9745 0.9745 0.9745 0.9735
S1 0.9675 0.9675 0.9705 0.9655
S2 0.9634 0.9634 0.9695
S3 0.9523 0.9564 0.9684
S4 0.9412 0.9453 0.9654
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 0.9857 0.9665 0.0192 2.0% 0.0108 1.1% 26% False False 71,529
10 0.9857 0.9503 0.0354 3.6% 0.0117 1.2% 60% False False 62,362
20 0.9857 0.9222 0.0635 6.5% 0.0137 1.4% 78% False False 34,171
40 0.9990 0.9222 0.0768 7.9% 0.0144 1.5% 64% False False 17,659
60 1.0054 0.9222 0.0832 8.6% 0.0121 1.2% 59% False False 11,933
80 1.0054 0.9222 0.0832 8.6% 0.0107 1.1% 59% False False 8,995
100 1.0054 0.9222 0.0832 8.6% 0.0096 1.0% 59% False False 7,201
120 1.0054 0.9222 0.0832 8.6% 0.0085 0.9% 59% False False 6,004
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0288
2.618 1.0107
1.618 0.9996
1.000 0.9927
0.618 0.9885
HIGH 0.9816
0.618 0.9774
0.500 0.9761
0.382 0.9747
LOW 0.9705
0.618 0.9636
1.000 0.9594
1.618 0.9525
2.618 0.9414
4.250 0.9233
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 0.9761 0.9773
PP 0.9745 0.9754
S1 0.9730 0.9734

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

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