CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 0.9583 0.9535 -0.0048 -0.5% 0.9449
High 0.9583 0.9611 0.0028 0.3% 0.9559
Low 0.9478 0.9533 0.0055 0.6% 0.9230
Close 0.9508 0.9602 0.0094 1.0% 0.9501
Range 0.0105 0.0078 -0.0027 -25.7% 0.0329
ATR 0.0120 0.0118 -0.0001 -1.0% 0.0000
Volume 63 174 111 176.2% 1,354
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9816 0.9787 0.9645
R3 0.9738 0.9709 0.9623
R2 0.9660 0.9660 0.9616
R1 0.9631 0.9631 0.9609 0.9646
PP 0.9582 0.9582 0.9582 0.9589
S1 0.9553 0.9553 0.9595 0.9568
S2 0.9504 0.9504 0.9588
S3 0.9426 0.9475 0.9581
S4 0.9348 0.9397 0.9559
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 0.9611 0.9325 0.0286 3.0% 0.0088 0.9% 97% True False 127
10 0.9611 0.9230 0.0381 4.0% 0.0095 1.0% 98% True False 229
20 0.9847 0.9230 0.0617 6.4% 0.0103 1.1% 60% False False 155
40 1.0012 0.9230 0.0782 8.1% 0.0083 0.9% 48% False False 102
60 1.0012 0.9230 0.0782 8.1% 0.0067 0.7% 48% False False 91
80 1.0012 0.9230 0.0782 8.1% 0.0054 0.6% 48% False False 75
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9943
2.618 0.9815
1.618 0.9737
1.000 0.9689
0.618 0.9659
HIGH 0.9611
0.618 0.9581
0.500 0.9572
0.382 0.9563
LOW 0.9533
0.618 0.9485
1.000 0.9455
1.618 0.9407
2.618 0.9329
4.250 0.9202
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 0.9592 0.9583
PP 0.9582 0.9563
S1 0.9572 0.9544

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

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