CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 0.9763 0.9830 0.0067 0.7% 0.9721
High 0.9774 0.9843 0.0069 0.7% 0.9820
Low 0.9762 0.9830 0.0068 0.7% 0.9679
Close 0.9786 0.9839 0.0053 0.5% 0.9811
Range 0.0012 0.0013 0.0001 8.3% 0.0141
ATR 0.0044 0.0045 0.0001 2.2% 0.0000
Volume 10 7 -3 -30.0% 101
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9876 0.9871 0.9846
R3 0.9863 0.9858 0.9843
R2 0.9850 0.9850 0.9841
R1 0.9845 0.9845 0.9840 0.9848
PP 0.9837 0.9837 0.9837 0.9839
S1 0.9832 0.9832 0.9838 0.9835
S2 0.9824 0.9824 0.9837
S3 0.9811 0.9819 0.9835
S4 0.9798 0.9806 0.9832
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0193 1.0143 0.9889
R3 1.0052 1.0002 0.9850
R2 0.9911 0.9911 0.9837
R1 0.9861 0.9861 0.9824 0.9886
PP 0.9770 0.9770 0.9770 0.9783
S1 0.9720 0.9720 0.9798 0.9745
S2 0.9629 0.9629 0.9785
S3 0.9488 0.9579 0.9772
S4 0.9347 0.9438 0.9733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9843 0.9679 0.0164 1.7% 0.0024 0.2% 98% True False 16
10 0.9843 0.9675 0.0168 1.7% 0.0020 0.2% 98% True False 20
20 0.9843 0.9363 0.0480 4.9% 0.0019 0.2% 99% True False 20
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 0.9898
2.618 0.9877
1.618 0.9864
1.000 0.9856
0.618 0.9851
HIGH 0.9843
0.618 0.9838
0.500 0.9837
0.382 0.9835
LOW 0.9830
0.618 0.9822
1.000 0.9817
1.618 0.9809
2.618 0.9796
4.250 0.9775
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 0.9838 0.9827
PP 0.9837 0.9815
S1 0.9837 0.9803

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

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