CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 0.9930 0.9800 -0.0130 -1.3% 0.9957
High 0.9949 0.9858 -0.0091 -0.9% 0.9957
Low 0.9800 0.9800 0.0000 0.0% 0.9796
Close 0.9808 0.9871 0.0063 0.6% 0.9808
Range 0.0149 0.0058 -0.0091 -61.1% 0.0161
ATR 0.0070 0.0069 -0.0001 -1.2% 0.0000
Volume 32 66 34 106.3% 232
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1.0017 1.0002 0.9903
R3 0.9959 0.9944 0.9887
R2 0.9901 0.9901 0.9882
R1 0.9886 0.9886 0.9876 0.9894
PP 0.9843 0.9843 0.9843 0.9847
S1 0.9828 0.9828 0.9866 0.9836
S2 0.9785 0.9785 0.9860
S3 0.9727 0.9770 0.9855
S4 0.9669 0.9712 0.9839
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0337 1.0233 0.9897
R3 1.0176 1.0072 0.9852
R2 1.0015 1.0015 0.9838
R1 0.9911 0.9911 0.9823 0.9883
PP 0.9854 0.9854 0.9854 0.9839
S1 0.9750 0.9750 0.9793 0.9722
S2 0.9693 0.9693 0.9778
S3 0.9532 0.9589 0.9764
S4 0.9371 0.9428 0.9719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9955 0.9796 0.0159 1.6% 0.0088 0.9% 47% False False 54
10 1.0012 0.9796 0.0216 2.2% 0.0073 0.7% 35% False False 53
20 1.0012 0.9775 0.0237 2.4% 0.0060 0.6% 41% False False 50
40 1.0012 0.9679 0.0333 3.4% 0.0048 0.5% 58% False False 59
60 1.0012 0.9301 0.0711 7.2% 0.0037 0.4% 80% False False 48
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0010
1.618 0.9952
1.000 0.9916
0.618 0.9894
HIGH 0.9858
0.618 0.9836
0.500 0.9829
0.382 0.9822
LOW 0.9800
0.618 0.9764
1.000 0.9742
1.618 0.9706
2.618 0.9648
4.250 0.9554
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 0.9857 0.9878
PP 0.9843 0.9875
S1 0.9829 0.9873

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

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