CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 0.9813 0.9735 -0.0078 -0.8% 0.9957
High 0.9821 0.9736 -0.0085 -0.9% 0.9957
Low 0.9733 0.9660 -0.0073 -0.8% 0.9796
Close 0.9733 0.9676 -0.0057 -0.6% 0.9808
Range 0.0088 0.0076 -0.0012 -13.6% 0.0161
ATR 0.0074 0.0074 0.0000 0.2% 0.0000
Volume 16 65 49 306.3% 232
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 0.9919 0.9873 0.9718
R3 0.9843 0.9797 0.9697
R2 0.9767 0.9767 0.9690
R1 0.9721 0.9721 0.9683 0.9706
PP 0.9691 0.9691 0.9691 0.9683
S1 0.9645 0.9645 0.9669 0.9630
S2 0.9615 0.9615 0.9662
S3 0.9539 0.9569 0.9655
S4 0.9463 0.9493 0.9634
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 0.9660 0.0295 3.0% 0.0084 0.9% 5% False True 46
10 0.9977 0.9660 0.0317 3.3% 0.0068 0.7% 5% False True 46
20 1.0012 0.9660 0.0352 3.6% 0.0065 0.7% 5% False True 49
40 1.0012 0.9660 0.0352 3.6% 0.0050 0.5% 5% False True 60
60 1.0012 0.9363 0.0649 6.7% 0.0039 0.4% 48% 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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0059
2.618 0.9935
1.618 0.9859
1.000 0.9812
0.618 0.9783
HIGH 0.9736
0.618 0.9707
0.500 0.9698
0.382 0.9689
LOW 0.9660
0.618 0.9613
1.000 0.9584
1.618 0.9537
2.618 0.9461
4.250 0.9337
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 0.9698 0.9759
PP 0.9691 0.9731
S1 0.9683 0.9704

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

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