CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 0.9544 0.9643 0.0099 1.0% 0.9520
High 0.9665 0.9709 0.0044 0.5% 0.9631
Low 0.9514 0.9620 0.0106 1.1% 0.9366
Close 0.9646 0.9679 0.0033 0.3% 0.9620
Range 0.0151 0.0089 -0.0062 -41.1% 0.0265
ATR 0.0117 0.0115 -0.0002 -1.7% 0.0000
Volume 130,387 58,301 -72,086 -55.3% 462,064
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9936 0.9897 0.9728
R3 0.9847 0.9808 0.9703
R2 0.9758 0.9758 0.9695
R1 0.9719 0.9719 0.9687 0.9739
PP 0.9669 0.9669 0.9669 0.9679
S1 0.9630 0.9630 0.9671 0.9650
S2 0.9580 0.9580 0.9663
S3 0.9491 0.9541 0.9655
S4 0.9402 0.9452 0.9630
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0334 1.0242 0.9766
R3 1.0069 0.9977 0.9693
R2 0.9804 0.9804 0.9669
R1 0.9712 0.9712 0.9644 0.9758
PP 0.9539 0.9539 0.9539 0.9562
S1 0.9447 0.9447 0.9596 0.9493
S2 0.9274 0.9274 0.9571
S3 0.9009 0.9182 0.9547
S4 0.8744 0.8917 0.9474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9709 0.9459 0.0250 2.6% 0.0124 1.3% 88% True False 95,865
10 0.9709 0.9366 0.0343 3.5% 0.0119 1.2% 91% True False 94,304
20 0.9754 0.9366 0.0388 4.0% 0.0110 1.1% 81% False False 86,844
40 0.9889 0.9366 0.0523 5.4% 0.0110 1.1% 60% False False 83,234
60 0.9889 0.9360 0.0529 5.5% 0.0112 1.2% 60% False False 83,978
80 0.9889 0.9222 0.0667 6.9% 0.0122 1.3% 69% False False 67,178
100 1.0054 0.9222 0.0832 8.6% 0.0124 1.3% 55% False False 53,927
120 1.0054 0.9222 0.0832 8.6% 0.0115 1.2% 55% False False 44,984
Crabel Price Patterns
NR True
NR4 True
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0087
2.618 0.9942
1.618 0.9853
1.000 0.9798
0.618 0.9764
HIGH 0.9709
0.618 0.9675
0.500 0.9665
0.382 0.9654
LOW 0.9620
0.618 0.9565
1.000 0.9531
1.618 0.9476
2.618 0.9387
4.250 0.9242
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 0.9674 0.9657
PP 0.9669 0.9634
S1 0.9665 0.9612

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

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