CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 0.9897 0.9942 0.0045 0.5% 0.9893
High 0.9925 0.9952 0.0027 0.3% 0.9985
Low 0.9895 0.9929 0.0034 0.3% 0.9886
Close 0.9942 0.9948 0.0006 0.1% 0.9925
Range 0.0030 0.0023 -0.0007 -23.3% 0.0099
ATR 0.0050 0.0048 -0.0002 -3.9% 0.0000
Volume 24 108 84 350.0% 524
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0012 1.0003 0.9961
R3 0.9989 0.9980 0.9954
R2 0.9966 0.9966 0.9952
R1 0.9957 0.9957 0.9950 0.9962
PP 0.9943 0.9943 0.9943 0.9945
S1 0.9934 0.9934 0.9946 0.9939
S2 0.9920 0.9920 0.9944
S3 0.9897 0.9911 0.9942
S4 0.9874 0.9888 0.9935
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0229 1.0176 0.9979
R3 1.0130 1.0077 0.9952
R2 1.0031 1.0031 0.9943
R1 0.9978 0.9978 0.9934 1.0005
PP 0.9932 0.9932 0.9932 0.9945
S1 0.9879 0.9879 0.9916 0.9906
S2 0.9833 0.9833 0.9907
S3 0.9734 0.9780 0.9898
S4 0.9635 0.9681 0.9871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9965 0.9886 0.0079 0.8% 0.0039 0.4% 78% False False 44
10 0.9985 0.9807 0.0178 1.8% 0.0040 0.4% 79% False False 113
20 0.9985 0.9694 0.0291 2.9% 0.0040 0.4% 87% False False 75
40 0.9985 0.9363 0.0622 6.3% 0.0029 0.3% 94% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0050
2.618 1.0012
1.618 0.9989
1.000 0.9975
0.618 0.9966
HIGH 0.9952
0.618 0.9943
0.500 0.9941
0.382 0.9938
LOW 0.9929
0.618 0.9915
1.000 0.9906
1.618 0.9892
2.618 0.9869
4.250 0.9831
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 0.9946 0.9942
PP 0.9943 0.9936
S1 0.9941 0.9930

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

View Archives - Comment on this page... - Back to Index of Symbols