CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 0.9535 0.9578 0.0043 0.5% 0.9449
High 0.9611 0.9578 -0.0033 -0.3% 0.9559
Low 0.9533 0.9548 0.0015 0.2% 0.9230
Close 0.9602 0.9584 -0.0018 -0.2% 0.9501
Range 0.0078 0.0030 -0.0048 -61.5% 0.0329
ATR 0.0118 0.0114 -0.0005 -3.9% 0.0000
Volume 174 24 -150 -86.2% 1,354
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9660 0.9652 0.9601
R3 0.9630 0.9622 0.9592
R2 0.9600 0.9600 0.9590
R1 0.9592 0.9592 0.9587 0.9596
PP 0.9570 0.9570 0.9570 0.9572
S1 0.9562 0.9562 0.9581 0.9566
S2 0.9540 0.9540 0.9579
S3 0.9510 0.9532 0.9576
S4 0.9480 0.9502 0.9568
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 0.9467 0.0144 1.5% 0.0071 0.7% 81% False False 100
10 0.9611 0.9230 0.0381 4.0% 0.0086 0.9% 93% False False 228
20 0.9847 0.9230 0.0617 6.4% 0.0101 1.1% 57% False False 153
40 1.0012 0.9230 0.0782 8.2% 0.0083 0.9% 45% False False 101
60 1.0012 0.9230 0.0782 8.2% 0.0067 0.7% 45% False False 91
80 1.0012 0.9230 0.0782 8.2% 0.0054 0.6% 45% 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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9706
2.618 0.9657
1.618 0.9627
1.000 0.9608
0.618 0.9597
HIGH 0.9578
0.618 0.9567
0.500 0.9563
0.382 0.9559
LOW 0.9548
0.618 0.9529
1.000 0.9518
1.618 0.9499
2.618 0.9469
4.250 0.9421
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 0.9577 0.9571
PP 0.9570 0.9558
S1 0.9563 0.9545

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

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