CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 0.9847 0.9723 -0.0124 -1.3% 0.9696
High 0.9847 0.9730 -0.0117 -1.2% 0.9847
Low 0.9826 0.9636 -0.0190 -1.9% 0.9636
Close 0.9808 0.9675 -0.0133 -1.4% 0.9675
Range 0.0021 0.0094 0.0073 347.6% 0.0211
ATR 0.0102 0.0107 0.0005 4.9% 0.0000
Volume 31 84 53 171.0% 442
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9962 0.9913 0.9727
R3 0.9868 0.9819 0.9701
R2 0.9774 0.9774 0.9692
R1 0.9725 0.9725 0.9684 0.9703
PP 0.9680 0.9680 0.9680 0.9669
S1 0.9631 0.9631 0.9666 0.9609
S2 0.9586 0.9586 0.9658
S3 0.9492 0.9537 0.9649
S4 0.9398 0.9443 0.9623
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0352 1.0225 0.9791
R3 1.0141 1.0014 0.9733
R2 0.9930 0.9930 0.9714
R1 0.9803 0.9803 0.9694 0.9761
PP 0.9719 0.9719 0.9719 0.9699
S1 0.9592 0.9592 0.9656 0.9550
S2 0.9508 0.9508 0.9636
S3 0.9297 0.9381 0.9617
S4 0.9086 0.9170 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9636 0.0211 2.2% 0.0060 0.6% 18% False True 88
10 0.9858 0.9302 0.0556 5.7% 0.0105 1.1% 67% False False 79
20 1.0012 0.9302 0.0710 7.3% 0.0088 0.9% 53% False False 69
40 1.0012 0.9302 0.0710 7.3% 0.0064 0.7% 53% False False 73
60 1.0012 0.9302 0.0710 7.3% 0.0052 0.5% 53% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 0.9976
1.618 0.9882
1.000 0.9824
0.618 0.9788
HIGH 0.9730
0.618 0.9694
0.500 0.9683
0.382 0.9672
LOW 0.9636
0.618 0.9578
1.000 0.9542
1.618 0.9484
2.618 0.9390
4.250 0.9237
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 0.9683 0.9742
PP 0.9680 0.9719
S1 0.9678 0.9697

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

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