CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.9465 0.9620 0.0155 1.6% 0.9584
High 0.9465 0.9662 0.0197 2.1% 0.9584
Low 0.9465 0.9620 0.0155 1.6% 0.9363
Close 0.9591 0.9638 0.0047 0.5% 0.9496
Range 0.0000 0.0042 0.0042 0.0221
ATR 0.0044 0.0046 0.0002 4.5% 0.0000
Volume 6 9 3 50.0% 163
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9766 0.9744 0.9661
R3 0.9724 0.9702 0.9650
R2 0.9682 0.9682 0.9646
R1 0.9660 0.9660 0.9642 0.9671
PP 0.9640 0.9640 0.9640 0.9646
S1 0.9618 0.9618 0.9634 0.9629
S2 0.9598 0.9598 0.9630
S3 0.9556 0.9576 0.9626
S4 0.9514 0.9534 0.9615
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 0.9662 0.9363 0.0299 3.1% 0.0019 0.2% 92% True False 27
10 0.9662 0.9363 0.0299 3.1% 0.0017 0.2% 92% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9841
2.618 0.9772
1.618 0.9730
1.000 0.9704
0.618 0.9688
HIGH 0.9662
0.618 0.9646
0.500 0.9641
0.382 0.9636
LOW 0.9620
0.618 0.9594
1.000 0.9578
1.618 0.9552
2.618 0.9510
4.250 0.9442
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.9641 0.9613
PP 0.9640 0.9588
S1 0.9639 0.9564

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

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