CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	0.9454	0.9478	0.0024	0.3%	0.9677
High	0.9517	0.9582	0.0065	0.7%	0.9726
Low	0.9444	0.9439	-0.0005	-0.1%	0.9449
Close	0.9475	0.9544	0.0069	0.7%	0.9481
Range	0.0073	0.0143	0.0070	95.9%	0.0277
ATR	0.0124	0.0125	0.0001	1.1%	0.0000
Volume	95,864	66,966	-28,898	-30.1%	404,640

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9890	0.9623
R3	0.9808	0.9747	0.9583
R2	0.9665	0.9665	0.9570
R1	0.9604	0.9604	0.9557	0.9635
PP	0.9522	0.9522	0.9522	0.9537
S1	0.9461	0.9461	0.9531	0.9492
S2	0.9379	0.9379	0.9518
S3	0.9236	0.9318	0.9505
S4	0.9093	0.9175	0.9465

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0383	1.0209	0.9633
R3	1.0106	0.9932	0.9557
R2	0.9829	0.9829	0.9532
R1	0.9655	0.9655	0.9506	0.9604
PP	0.9552	0.9552	0.9552	0.9526
S1	0.9378	0.9378	0.9456	0.9327
S2	0.9275	0.9275	0.9430
S3	0.8998	0.9101	0.9405
S4	0.8721	0.8824	0.9329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9719	0.9439	0.0280	2.9%	0.0125	1.3%	38%	False	True	82,582
10	0.9726	0.9423	0.0303	3.2%	0.0119	1.2%	40%	False	False	83,985
20	0.9816	0.9360	0.0456	4.8%	0.0122	1.3%	40%	False	False	88,179
40	0.9857	0.9222	0.0635	6.7%	0.0130	1.4%	51%	False	False	59,197
60	1.0018	0.9222	0.0796	8.3%	0.0136	1.4%	40%	False	False	39,828
80	1.0054	0.9222	0.0832	8.7%	0.0121	1.3%	39%	False	False	29,989
100	1.0054	0.9222	0.0832	8.7%	0.0110	1.2%	39%	False	False	24,024
120	1.0054	0.9222	0.0832	8.7%	0.0100	1.0%	39%	False	False	20,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0190
2.618	0.9956
1.618	0.9813
1.000	0.9725
0.618	0.9670
HIGH	0.9582
0.618	0.9527
0.500	0.9511
0.382	0.9494
LOW	0.9439
0.618	0.9351
1.000	0.9296
1.618	0.9208
2.618	0.9065
4.250	0.8831

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	0.9533	0.9541
PP	0.9522	0.9537
S1	0.9511	0.9534

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols