CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 0.9490 0.9559 0.0069 0.7% 0.9449
High 0.9525 0.9559 0.0034 0.4% 0.9559
Low 0.9467 0.9477 0.0010 0.1% 0.9230
Close 0.9514 0.9501 -0.0013 -0.1% 0.9501
Range 0.0058 0.0082 0.0024 41.4% 0.0329
ATR 0.0124 0.0121 -0.0003 -2.4% 0.0000
Volume 165 74 -91 -55.2% 1,354
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 0.9758 0.9712 0.9546
R3 0.9676 0.9630 0.9524
R2 0.9594 0.9594 0.9516
R1 0.9548 0.9548 0.9509 0.9530
PP 0.9512 0.9512 0.9512 0.9504
S1 0.9466 0.9466 0.9493 0.9448
S2 0.9430 0.9430 0.9486
S3 0.9348 0.9384 0.9478
S4 0.9266 0.9302 0.9456
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0417 1.0288 0.9682
R3 1.0088 0.9959 0.9591
R2 0.9759 0.9759 0.9561
R1 0.9630 0.9630 0.9531 0.9695
PP 0.9430 0.9430 0.9430 0.9462
S1 0.9301 0.9301 0.9471 0.9366
S2 0.9101 0.9101 0.9441
S3 0.8772 0.8972 0.9411
S4 0.8443 0.8643 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9559 0.9230 0.0329 3.5% 0.0075 0.8% 82% True False 270
10 0.9727 0.9230 0.0497 5.2% 0.0097 1.0% 55% False False 215
20 0.9858 0.9230 0.0628 6.6% 0.0101 1.1% 43% False False 147
40 1.0012 0.9230 0.0782 8.2% 0.0081 0.8% 35% False False 107
60 1.0012 0.9230 0.0782 8.2% 0.0065 0.7% 35% False False 87
80 1.0012 0.9230 0.0782 8.2% 0.0053 0.6% 35% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9908
2.618 0.9774
1.618 0.9692
1.000 0.9641
0.618 0.9610
HIGH 0.9559
0.618 0.9528
0.500 0.9518
0.382 0.9508
LOW 0.9477
0.618 0.9426
1.000 0.9395
1.618 0.9344
2.618 0.9262
4.250 0.9129
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 0.9518 0.9481
PP 0.9512 0.9462
S1 0.9507 0.9442

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

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