CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 0.9759 0.9712 -0.0047 -0.5% 0.9663
High 0.9816 0.9729 -0.0087 -0.9% 0.9794
Low 0.9705 0.9554 -0.0151 -1.6% 0.9635
Close 0.9715 0.9622 -0.0093 -1.0% 0.9778
Range 0.0111 0.0175 0.0064 57.7% 0.0159
ATR 0.0132 0.0135 0.0003 2.3% 0.0000
Volume 80,897 73,852 -7,045 -8.7% 374,698
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0160 1.0066 0.9718
R3 0.9985 0.9891 0.9670
R2 0.9810 0.9810 0.9654
R1 0.9716 0.9716 0.9638 0.9676
PP 0.9635 0.9635 0.9635 0.9615
S1 0.9541 0.9541 0.9606 0.9501
S2 0.9460 0.9460 0.9590
S3 0.9285 0.9366 0.9574
S4 0.9110 0.9191 0.9526
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 0.9554 0.0303 3.1% 0.0124 1.3% 22% False True 72,310
10 0.9857 0.9554 0.0303 3.1% 0.0121 1.3% 22% False True 67,200
20 0.9857 0.9310 0.0547 5.7% 0.0137 1.4% 57% False False 37,823
40 0.9980 0.9222 0.0758 7.9% 0.0144 1.5% 53% False False 19,503
60 1.0054 0.9222 0.0832 8.6% 0.0123 1.3% 48% False False 13,160
80 1.0054 0.9222 0.0832 8.6% 0.0108 1.1% 48% False False 9,918
100 1.0054 0.9222 0.0832 8.6% 0.0097 1.0% 48% False False 7,939
120 1.0054 0.9222 0.0832 8.6% 0.0086 0.9% 48% False False 6,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0473
2.618 1.0187
1.618 1.0012
1.000 0.9904
0.618 0.9837
HIGH 0.9729
0.618 0.9662
0.500 0.9642
0.382 0.9621
LOW 0.9554
0.618 0.9446
1.000 0.9379
1.618 0.9271
2.618 0.9096
4.250 0.8810
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 0.9642 0.9706
PP 0.9635 0.9678
S1 0.9629 0.9650

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

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