CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 0.9727 0.9597 -0.0130 -1.3% 0.9696
High 0.9727 0.9597 -0.0130 -1.3% 0.9847
Low 0.9600 0.9475 -0.0125 -1.3% 0.9636
Close 0.9597 0.9531 -0.0066 -0.7% 0.9675
Range 0.0127 0.0122 -0.0005 -3.9% 0.0211
ATR 0.0108 0.0109 0.0001 0.9% 0.0000
Volume 61 29 -32 -52.5% 442
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 0.9900 0.9838 0.9598
R3 0.9778 0.9716 0.9565
R2 0.9656 0.9656 0.9553
R1 0.9594 0.9594 0.9542 0.9564
PP 0.9534 0.9534 0.9534 0.9520
S1 0.9472 0.9472 0.9520 0.9442
S2 0.9412 0.9412 0.9509
S3 0.9290 0.9350 0.9497
S4 0.9168 0.9228 0.9464
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 0.9475 0.0372 3.9% 0.0088 0.9% 15% False True 48
10 0.9847 0.9302 0.0545 5.7% 0.0116 1.2% 42% False False 77
20 0.9977 0.9302 0.0675 7.1% 0.0092 1.0% 34% False False 62
40 1.0012 0.9302 0.0710 7.4% 0.0070 0.7% 32% False False 69
60 1.0012 0.9302 0.0710 7.4% 0.0056 0.6% 32% False False 57
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0116
2.618 0.9916
1.618 0.9794
1.000 0.9719
0.618 0.9672
HIGH 0.9597
0.618 0.9550
0.500 0.9536
0.382 0.9522
LOW 0.9475
0.618 0.9400
1.000 0.9353
1.618 0.9278
2.618 0.9156
4.250 0.8957
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 0.9536 0.9601
PP 0.9534 0.9578
S1 0.9533 0.9554

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

View Archives - Comment on this page... - Back to Index of Symbols