CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 0.9578 0.9610 0.0032 0.3% 0.9583
High 0.9578 0.9610 0.0032 0.3% 0.9611
Low 0.9548 0.9400 -0.0148 -1.6% 0.9400
Close 0.9584 0.9422 -0.0162 -1.7% 0.9422
Range 0.0030 0.0210 0.0180 600.0% 0.0211
ATR 0.0114 0.0121 0.0007 6.0% 0.0000
Volume 24 214 190 791.7% 475
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0107 0.9975 0.9538
R3 0.9897 0.9765 0.9480
R2 0.9687 0.9687 0.9461
R1 0.9555 0.9555 0.9441 0.9516
PP 0.9477 0.9477 0.9477 0.9458
S1 0.9345 0.9345 0.9403 0.9306
S2 0.9267 0.9267 0.9384
S3 0.9057 0.9135 0.9364
S4 0.8847 0.8925 0.9307
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0111 0.9977 0.9538
R3 0.9900 0.9766 0.9480
R2 0.9689 0.9689 0.9461
R1 0.9555 0.9555 0.9441 0.9517
PP 0.9478 0.9478 0.9478 0.9458
S1 0.9344 0.9344 0.9403 0.9306
S2 0.9267 0.9267 0.9383
S3 0.9056 0.9133 0.9364
S4 0.8845 0.8922 0.9306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9611 0.9400 0.0211 2.2% 0.0101 1.1% 10% False True 109
10 0.9611 0.9230 0.0381 4.0% 0.0095 1.0% 50% False False 238
20 0.9847 0.9230 0.0617 6.5% 0.0092 1.0% 31% False False 160
40 1.0012 0.9230 0.0782 8.3% 0.0086 0.9% 25% False False 106
60 1.0012 0.9230 0.0782 8.3% 0.0070 0.7% 25% False False 95
80 1.0012 0.9230 0.0782 8.3% 0.0057 0.6% 25% False False 76
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0503
2.618 1.0160
1.618 0.9950
1.000 0.9820
0.618 0.9740
HIGH 0.9610
0.618 0.9530
0.500 0.9505
0.382 0.9480
LOW 0.9400
0.618 0.9270
1.000 0.9190
1.618 0.9060
2.618 0.8850
4.250 0.8508
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 0.9505 0.9506
PP 0.9477 0.9478
S1 0.9450 0.9450

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

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