CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 0.9440 0.9322 -0.0118 -1.3% 0.9590
High 0.9440 0.9455 0.0015 0.2% 0.9727
Low 0.9323 0.9300 -0.0023 -0.2% 0.9300
Close 0.9382 0.9404 0.0022 0.2% 0.9404
Range 0.0117 0.0155 0.0038 32.5% 0.0427
ATR 0.0116 0.0119 0.0003 2.4% 0.0000
Volume 122 551 429 351.6% 801
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.9851 0.9783 0.9489
R3 0.9696 0.9628 0.9447
R2 0.9541 0.9541 0.9432
R1 0.9473 0.9473 0.9418 0.9507
PP 0.9386 0.9386 0.9386 0.9404
S1 0.9318 0.9318 0.9390 0.9352
S2 0.9231 0.9231 0.9376
S3 0.9076 0.9163 0.9361
S4 0.8921 0.9008 0.9319
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0758 1.0508 0.9639
R3 1.0331 1.0081 0.9521
R2 0.9904 0.9904 0.9482
R1 0.9654 0.9654 0.9443 0.9566
PP 0.9477 0.9477 0.9477 0.9433
S1 0.9227 0.9227 0.9365 0.9139
S2 0.9050 0.9050 0.9326
S3 0.8623 0.8800 0.9287
S4 0.8196 0.8373 0.9169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9727 0.9300 0.0427 4.5% 0.0120 1.3% 24% False True 160
10 0.9847 0.9300 0.0547 5.8% 0.0090 1.0% 19% False True 124
20 0.9957 0.9300 0.0657 7.0% 0.0102 1.1% 16% False True 91
40 1.0012 0.9300 0.0712 7.6% 0.0075 0.8% 15% False True 86
60 1.0012 0.9300 0.0712 7.6% 0.0060 0.6% 15% False True 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0114
2.618 0.9861
1.618 0.9706
1.000 0.9610
0.618 0.9551
HIGH 0.9455
0.618 0.9396
0.500 0.9378
0.382 0.9359
LOW 0.9300
0.618 0.9204
1.000 0.9145
1.618 0.9049
2.618 0.8894
4.250 0.8641
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 0.9395 0.9449
PP 0.9386 0.9434
S1 0.9378 0.9419

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

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