CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 0.9800 0.9813 0.0013 0.1% 0.9957
High 0.9858 0.9821 -0.0037 -0.4% 0.9957
Low 0.9800 0.9733 -0.0067 -0.7% 0.9796
Close 0.9871 0.9733 -0.0138 -1.4% 0.9808
Range 0.0058 0.0088 0.0030 51.7% 0.0161
ATR 0.0069 0.0074 0.0005 7.1% 0.0000
Volume 66 16 -50 -75.8% 232
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 1.0026 0.9968 0.9781
R3 0.9938 0.9880 0.9757
R2 0.9850 0.9850 0.9749
R1 0.9792 0.9792 0.9741 0.9777
PP 0.9762 0.9762 0.9762 0.9755
S1 0.9704 0.9704 0.9725 0.9689
S2 0.9674 0.9674 0.9717
S3 0.9586 0.9616 0.9709
S4 0.9498 0.9528 0.9685
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 0.9733 0.0222 2.3% 0.0085 0.9% 0% False True 57
10 1.0012 0.9733 0.0279 2.9% 0.0065 0.7% 0% False True 46
20 1.0012 0.9733 0.0279 2.9% 0.0062 0.6% 0% False True 50
40 1.0012 0.9679 0.0333 3.4% 0.0049 0.5% 16% False False 59
60 1.0012 0.9354 0.0658 6.8% 0.0037 0.4% 58% False False 48
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0195
2.618 1.0051
1.618 0.9963
1.000 0.9909
0.618 0.9875
HIGH 0.9821
0.618 0.9787
0.500 0.9777
0.382 0.9767
LOW 0.9733
0.618 0.9679
1.000 0.9645
1.618 0.9591
2.618 0.9503
4.250 0.9359
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 0.9777 0.9841
PP 0.9762 0.9805
S1 0.9748 0.9769

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

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