CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 0.9665 0.9728 0.0063 0.7% 0.9619
High 0.9741 0.9755 0.0014 0.1% 0.9720
Low 0.9658 0.9709 0.0051 0.5% 0.9514
Close 0.9737 0.9742 0.0005 0.1% 0.9658
Range 0.0083 0.0046 -0.0037 -44.6% 0.0206
ATR 0.0110 0.0106 -0.0005 -4.2% 0.0000
Volume 6,650 1,007 -5,643 -84.9% 314,800
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9873 0.9854 0.9767
R3 0.9827 0.9808 0.9755
R2 0.9781 0.9781 0.9750
R1 0.9762 0.9762 0.9746 0.9772
PP 0.9735 0.9735 0.9735 0.9740
S1 0.9716 0.9716 0.9738 0.9726
S2 0.9689 0.9689 0.9734
S3 0.9643 0.9670 0.9729
S4 0.9597 0.9624 0.9717
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0249 1.0159 0.9771
R3 1.0043 0.9953 0.9715
R2 0.9837 0.9837 0.9696
R1 0.9747 0.9747 0.9677 0.9792
PP 0.9631 0.9631 0.9631 0.9653
S1 0.9541 0.9541 0.9639 0.9586
S2 0.9425 0.9425 0.9620
S3 0.9219 0.9335 0.9601
S4 0.9013 0.9129 0.9545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9514 0.0241 2.5% 0.0090 0.9% 95% True False 43,416
10 0.9755 0.9366 0.0389 4.0% 0.0107 1.1% 97% True False 72,197
20 0.9755 0.9366 0.0389 4.0% 0.0109 1.1% 97% True False 77,920
40 0.9889 0.9366 0.0523 5.4% 0.0105 1.1% 72% False False 77,342
60 0.9889 0.9360 0.0529 5.4% 0.0110 1.1% 72% False False 80,817
80 0.9889 0.9222 0.0667 6.8% 0.0118 1.2% 78% False False 67,481
100 1.0018 0.9222 0.0796 8.2% 0.0123 1.3% 65% False False 54,168
120 1.0054 0.9222 0.0832 8.5% 0.0115 1.2% 63% False False 45,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9951
2.618 0.9875
1.618 0.9829
1.000 0.9801
0.618 0.9783
HIGH 0.9755
0.618 0.9737
0.500 0.9732
0.382 0.9727
LOW 0.9709
0.618 0.9681
1.000 0.9663
1.618 0.9635
2.618 0.9589
4.250 0.9514
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 0.9739 0.9727
PP 0.9735 0.9712
S1 0.9732 0.9697

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

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