CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 0.9735 0.9685 -0.0050 -0.5% 0.9957
High 0.9736 0.9687 -0.0049 -0.5% 0.9957
Low 0.9660 0.9302 -0.0358 -3.7% 0.9796
Close 0.9676 0.9394 -0.0282 -2.9% 0.9808
Range 0.0076 0.0385 0.0309 406.6% 0.0161
ATR 0.0074 0.0096 0.0022 29.9% 0.0000
Volume 65 67 2 3.1% 232
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1.0616 1.0390 0.9606
R3 1.0231 1.0005 0.9500
R2 0.9846 0.9846 0.9465
R1 0.9620 0.9620 0.9429 0.9541
PP 0.9461 0.9461 0.9461 0.9421
S1 0.9235 0.9235 0.9359 0.9156
S2 0.9076 0.9076 0.9323
S3 0.8691 0.8850 0.9288
S4 0.8306 0.8465 0.9182
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 0.9949 0.9302 0.0647 6.9% 0.0151 1.6% 14% False True 49
10 0.9968 0.9302 0.0666 7.1% 0.0103 1.1% 14% False True 47
20 1.0012 0.9302 0.0710 7.6% 0.0081 0.9% 13% False True 52
40 1.0012 0.9302 0.0710 7.6% 0.0059 0.6% 13% False True 62
60 1.0012 0.9302 0.0710 7.6% 0.0045 0.5% 13% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.1323
2.618 1.0695
1.618 1.0310
1.000 1.0072
0.618 0.9925
HIGH 0.9687
0.618 0.9540
0.500 0.9495
0.382 0.9449
LOW 0.9302
0.618 0.9064
1.000 0.8917
1.618 0.8679
2.618 0.8294
4.250 0.7666
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 0.9495 0.9562
PP 0.9461 0.9506
S1 0.9428 0.9450

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

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