CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 0.9649 0.9704 0.0055 0.6% 0.9631
High 0.9738 0.9795 0.0057 0.6% 0.9745
Low 0.9632 0.9702 0.0070 0.7% 0.9607
Close 0.9711 0.9761 0.0050 0.5% 0.9711
Range 0.0106 0.0093 -0.0013 -12.3% 0.0138
ATR 0.0115 0.0114 -0.0002 -1.4% 0.0000
Volume 69,417 97,995 28,578 41.2% 347,266
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0032 0.9989 0.9812
R3 0.9939 0.9896 0.9787
R2 0.9846 0.9846 0.9778
R1 0.9803 0.9803 0.9770 0.9825
PP 0.9753 0.9753 0.9753 0.9763
S1 0.9710 0.9710 0.9752 0.9732
S2 0.9660 0.9660 0.9744
S3 0.9567 0.9617 0.9735
S4 0.9474 0.9524 0.9710
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0102 1.0044 0.9787
R3 0.9964 0.9906 0.9749
R2 0.9826 0.9826 0.9736
R1 0.9768 0.9768 0.9724 0.9797
PP 0.9688 0.9688 0.9688 0.9702
S1 0.9630 0.9630 0.9698 0.9659
S2 0.9550 0.9550 0.9686
S3 0.9412 0.9492 0.9673
S4 0.9274 0.9354 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9795 0.9607 0.0188 1.9% 0.0099 1.0% 82% True False 74,757
10 0.9795 0.9439 0.0356 3.6% 0.0108 1.1% 90% True False 77,178
20 0.9795 0.9360 0.0435 4.5% 0.0115 1.2% 92% True False 81,679
40 0.9857 0.9357 0.0500 5.1% 0.0118 1.2% 81% False False 76,243
60 0.9880 0.9222 0.0658 6.7% 0.0129 1.3% 82% False False 51,502
80 1.0054 0.9222 0.0832 8.5% 0.0125 1.3% 65% False False 38,776
100 1.0054 0.9222 0.0832 8.5% 0.0114 1.2% 65% False False 31,066
120 1.0054 0.9222 0.0832 8.5% 0.0104 1.1% 65% False False 25,895
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 1.0038
1.618 0.9945
1.000 0.9888
0.618 0.9852
HIGH 0.9795
0.618 0.9759
0.500 0.9749
0.382 0.9738
LOW 0.9702
0.618 0.9645
1.000 0.9609
1.618 0.9552
2.618 0.9459
4.250 0.9307
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 0.9757 0.9743
PP 0.9753 0.9725
S1 0.9749 0.9707

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

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