CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 0.9597 0.9440 -0.0157 -1.6% 0.9696
High 0.9597 0.9440 -0.0157 -1.6% 0.9847
Low 0.9475 0.9323 -0.0152 -1.6% 0.9636
Close 0.9531 0.9382 -0.0149 -1.6% 0.9675
Range 0.0122 0.0117 -0.0005 -4.1% 0.0211
ATR 0.0109 0.0116 0.0007 6.5% 0.0000
Volume 29 122 93 320.7% 442
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 0.9733 0.9674 0.9446
R3 0.9616 0.9557 0.9414
R2 0.9499 0.9499 0.9403
R1 0.9440 0.9440 0.9393 0.9411
PP 0.9382 0.9382 0.9382 0.9367
S1 0.9323 0.9323 0.9371 0.9294
S2 0.9265 0.9265 0.9361
S3 0.9148 0.9206 0.9350
S4 0.9031 0.9089 0.9318
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 0.9730 0.9323 0.0407 4.3% 0.0108 1.1% 14% False True 66
10 0.9847 0.9323 0.0524 5.6% 0.0089 0.9% 11% False True 82
20 0.9968 0.9302 0.0666 7.1% 0.0096 1.0% 12% False False 65
40 1.0012 0.9302 0.0710 7.6% 0.0072 0.8% 11% False False 72
60 1.0012 0.9302 0.0710 7.6% 0.0058 0.6% 11% False False 59
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9937
2.618 0.9746
1.618 0.9629
1.000 0.9557
0.618 0.9512
HIGH 0.9440
0.618 0.9395
0.500 0.9382
0.382 0.9368
LOW 0.9323
0.618 0.9251
1.000 0.9206
1.618 0.9134
2.618 0.9017
4.250 0.8826
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 0.9382 0.9525
PP 0.9382 0.9477
S1 0.9382 0.9430

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

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