CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 0.9322 0.9449 0.0127 1.4% 0.9590
High 0.9455 0.9449 -0.0006 -0.1% 0.9727
Low 0.9300 0.9449 0.0149 1.6% 0.9300
Close 0.9404 0.9449 0.0045 0.5% 0.9404
Range 0.0155 0.0000 -0.0155 -100.0% 0.0427
ATR 0.0119 0.0114 -0.0005 -4.4% 0.0000
Volume 551 476 -75 -13.6% 801
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 0.9449 0.9449 0.9449
R3 0.9449 0.9449 0.9449
R2 0.9449 0.9449 0.9449
R1 0.9449 0.9449 0.9449 0.9449
PP 0.9449 0.9449 0.9449 0.9449
S1 0.9449 0.9449 0.9449 0.9449
S2 0.9449 0.9449 0.9449
S3 0.9449 0.9449 0.9449
S4 0.9449 0.9449 0.9449
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% 0.0104 1.1% 35% False False 247
10 0.9847 0.9300 0.0547 5.8% 0.0082 0.9% 27% False False 162
20 0.9955 0.9300 0.0655 6.9% 0.0102 1.1% 23% False False 113
40 1.0012 0.9300 0.0712 7.5% 0.0075 0.8% 21% False False 97
60 1.0012 0.9300 0.0712 7.5% 0.0060 0.6% 21% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9449
2.618 0.9449
1.618 0.9449
1.000 0.9449
0.618 0.9449
HIGH 0.9449
0.618 0.9449
0.500 0.9449
0.382 0.9449
LOW 0.9449
0.618 0.9449
1.000 0.9449
1.618 0.9449
2.618 0.9449
4.250 0.9449
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 0.9449 0.9425
PP 0.9449 0.9401
S1 0.9449 0.9378

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

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