CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 0.9651 0.9475 -0.0176 -1.8% 0.9798
High 0.9664 0.9549 -0.0115 -1.2% 0.9857
Low 0.9450 0.9385 -0.0065 -0.7% 0.9545
Close 0.9476 0.9402 -0.0074 -0.8% 0.9650
Range 0.0214 0.0164 -0.0050 -23.4% 0.0312
ATR 0.0130 0.0133 0.0002 1.9% 0.0000
Volume 60,043 110,180 50,137 83.5% 405,527
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9937 0.9834 0.9492
R3 0.9773 0.9670 0.9447
R2 0.9609 0.9609 0.9432
R1 0.9506 0.9506 0.9417 0.9476
PP 0.9445 0.9445 0.9445 0.9430
S1 0.9342 0.9342 0.9387 0.9312
S2 0.9281 0.9281 0.9372
S3 0.9117 0.9178 0.9357
S4 0.8953 0.9014 0.9312
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0620 1.0447 0.9822
R3 1.0308 1.0135 0.9736
R2 0.9996 0.9996 0.9707
R1 0.9823 0.9823 0.9679 0.9754
PP 0.9684 0.9684 0.9684 0.9649
S1 0.9511 0.9511 0.9621 0.9442
S2 0.9372 0.9372 0.9593
S3 0.9060 0.9199 0.9564
S4 0.8748 0.8887 0.9478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9684 0.9385 0.0299 3.2% 0.0122 1.3% 6% False True 87,640
10 0.9857 0.9385 0.0472 5.0% 0.0123 1.3% 4% False True 79,975
20 0.9857 0.9357 0.0500 5.3% 0.0130 1.4% 9% False False 59,096
40 0.9880 0.9222 0.0658 7.0% 0.0144 1.5% 27% False False 30,398
60 1.0054 0.9222 0.0832 8.8% 0.0128 1.4% 22% False False 20,452
80 1.0054 0.9222 0.0832 8.8% 0.0113 1.2% 22% False False 15,391
100 1.0054 0.9222 0.0832 8.8% 0.0101 1.1% 22% False False 12,320
120 1.0054 0.9222 0.0832 8.8% 0.0090 1.0% 22% False False 10,270
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 1.0246
2.618 0.9978
1.618 0.9814
1.000 0.9713
0.618 0.9650
HIGH 0.9549
0.618 0.9486
0.500 0.9467
0.382 0.9448
LOW 0.9385
0.618 0.9284
1.000 0.9221
1.618 0.9120
2.618 0.8956
4.250 0.8688
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 0.9467 0.9535
PP 0.9445 0.9490
S1 0.9424 0.9446

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

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