CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 0.9404 0.9475 0.0071 0.8% 0.9584
High 0.9404 0.9486 0.0082 0.9% 0.9584
Low 0.9363 0.9475 0.0112 1.2% 0.9363
Close 0.9401 0.9496 0.0095 1.0% 0.9496
Range 0.0041 0.0011 -0.0030 -73.2% 0.0221
ATR 0.0042 0.0045 0.0003 7.5% 0.0000
Volume 11 91 80 727.3% 163
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9519 0.9518 0.9502
R3 0.9508 0.9507 0.9499
R2 0.9497 0.9497 0.9498
R1 0.9496 0.9496 0.9497 0.9497
PP 0.9486 0.9486 0.9486 0.9486
S1 0.9485 0.9485 0.9495 0.9486
S2 0.9475 0.9475 0.9494
S3 0.9464 0.9474 0.9493
S4 0.9453 0.9463 0.9490
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0041 0.9618
R3 0.9923 0.9820 0.9557
R2 0.9702 0.9702 0.9537
R1 0.9599 0.9599 0.9516 0.9540
PP 0.9481 0.9481 0.9481 0.9452
S1 0.9378 0.9378 0.9476 0.9319
S2 0.9260 0.9260 0.9455
S3 0.9039 0.9157 0.9435
S4 0.8818 0.8936 0.9374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9584 0.9363 0.0221 2.3% 0.0021 0.2% 60% False False 32
10 0.9606 0.9363 0.0243 2.6% 0.0013 0.1% 55% False False 21
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9515
1.618 0.9504
1.000 0.9497
0.618 0.9493
HIGH 0.9486
0.618 0.9482
0.500 0.9481
0.382 0.9479
LOW 0.9475
0.618 0.9468
1.000 0.9464
1.618 0.9457
2.618 0.9446
4.250 0.9428
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 0.9491 0.9472
PP 0.9486 0.9448
S1 0.9481 0.9425

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

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