CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 0.9606 0.9573 -0.0033 -0.3% 0.9485
High 0.9606 0.9596 -0.0010 -0.1% 0.9606
Low 0.9606 0.9573 -0.0033 -0.3% 0.9485
Close 0.9606 0.9602 -0.0004 0.0% 0.9602
Range 0.0000 0.0023 0.0023 0.0121
ATR
Volume 3 30 27 900.0% 56
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9659 0.9654 0.9615
R3 0.9636 0.9631 0.9608
R2 0.9613 0.9613 0.9606
R1 0.9608 0.9608 0.9604 0.9611
PP 0.9590 0.9590 0.9590 0.9592
S1 0.9585 0.9585 0.9600 0.9588
S2 0.9567 0.9567 0.9598
S3 0.9544 0.9562 0.9596
S4 0.9521 0.9539 0.9589
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9927 0.9886 0.9669
R3 0.9806 0.9765 0.9635
R2 0.9685 0.9685 0.9624
R1 0.9644 0.9644 0.9613 0.9665
PP 0.9564 0.9564 0.9564 0.9575
S1 0.9523 0.9523 0.9591 0.9544
S2 0.9443 0.9443 0.9580
S3 0.9322 0.9402 0.9569
S4 0.9201 0.9281 0.9535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9606 0.9485 0.0121 1.3% 0.0005 0.1% 97% False False 11
10 0.9606 0.9301 0.0305 3.2% 0.0014 0.1% 99% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9694
2.618 0.9656
1.618 0.9633
1.000 0.9619
0.618 0.9610
HIGH 0.9596
0.618 0.9587
0.500 0.9585
0.382 0.9582
LOW 0.9573
0.618 0.9559
1.000 0.9550
1.618 0.9536
2.618 0.9513
4.250 0.9475
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 0.9596 0.9594
PP 0.9590 0.9585
S1 0.9585 0.9577

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

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