CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 0.9696 0.9770 0.0074 0.8% 0.9800
High 0.9774 0.9824 0.0050 0.5% 0.9858
Low 0.9692 0.9770 0.0078 0.8% 0.9302
Close 0.9742 0.9797 0.0055 0.6% 0.9585
Range 0.0082 0.0054 -0.0028 -34.1% 0.0556
ATR 0.0112 0.0110 -0.0002 -1.9% 0.0000
Volume 94 221 127 135.1% 351
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 0.9959 0.9932 0.9827
R3 0.9905 0.9878 0.9812
R2 0.9851 0.9851 0.9807
R1 0.9824 0.9824 0.9802 0.9838
PP 0.9797 0.9797 0.9797 0.9804
S1 0.9770 0.9770 0.9792 0.9784
S2 0.9743 0.9743 0.9787
S3 0.9689 0.9716 0.9782
S4 0.9635 0.9662 0.9767
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1250 1.0973 0.9891
R3 1.0694 1.0417 0.9738
R2 1.0138 1.0138 0.9687
R1 0.9861 0.9861 0.9636 0.9722
PP 0.9582 0.9582 0.9582 0.9512
S1 0.9305 0.9305 0.9534 0.9166
S2 0.9026 0.9026 0.9483
S3 0.8470 0.8749 0.9432
S4 0.7914 0.8193 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9824 0.9302 0.0522 5.3% 0.0148 1.5% 95% True False 116
10 0.9955 0.9302 0.0653 6.7% 0.0117 1.2% 76% False False 87
20 1.0012 0.9302 0.0710 7.2% 0.0089 0.9% 70% False False 68
40 1.0012 0.9302 0.0710 7.2% 0.0065 0.7% 70% False False 71
60 1.0012 0.9302 0.0710 7.2% 0.0049 0.5% 70% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0054
2.618 0.9965
1.618 0.9911
1.000 0.9878
0.618 0.9857
HIGH 0.9824
0.618 0.9803
0.500 0.9797
0.382 0.9791
LOW 0.9770
0.618 0.9737
1.000 0.9716
1.618 0.9683
2.618 0.9629
4.250 0.9541
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 0.9797 0.9750
PP 0.9797 0.9702
S1 0.9797 0.9655

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

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