CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 0.9464 0.9404 -0.0060 -0.6% 0.9485
High 0.9464 0.9404 -0.0060 -0.6% 0.9606
Low 0.9464 0.9363 -0.0101 -1.1% 0.9485
Close 0.9464 0.9401 -0.0063 -0.7% 0.9602
Range 0.0000 0.0041 0.0041 0.0121
ATR 0.0037 0.0042 0.0005 12.4% 0.0000
Volume 19 11 -8 -42.1% 56
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9512 0.9498 0.9424
R3 0.9471 0.9457 0.9412
R2 0.9430 0.9430 0.9409
R1 0.9416 0.9416 0.9405 0.9403
PP 0.9389 0.9389 0.9389 0.9383
S1 0.9375 0.9375 0.9397 0.9362
S2 0.9348 0.9348 0.9393
S3 0.9307 0.9334 0.9390
S4 0.9266 0.9293 0.9378
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 0.9596 0.9363 0.0233 2.5% 0.0023 0.2% 16% False True 20
10 0.9606 0.9363 0.0243 2.6% 0.0012 0.1% 16% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9578
2.618 0.9511
1.618 0.9470
1.000 0.9445
0.618 0.9429
HIGH 0.9404
0.618 0.9388
0.500 0.9384
0.382 0.9379
LOW 0.9363
0.618 0.9338
1.000 0.9322
1.618 0.9297
2.618 0.9256
4.250 0.9189
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 0.9395 0.9430
PP 0.9389 0.9420
S1 0.9384 0.9411

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

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