CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 0.9417 0.9526 0.0109 1.2% 0.9583
High 0.9525 0.9622 0.0097 1.0% 0.9611
Low 0.9417 0.9526 0.0109 1.2% 0.9400
Close 0.9496 0.9559 0.0063 0.7% 0.9422
Range 0.0108 0.0096 -0.0012 -11.1% 0.0211
ATR 0.0120 0.0121 0.0000 0.3% 0.0000
Volume 100 42 -58 -58.0% 475
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9857 0.9804 0.9612
R3 0.9761 0.9708 0.9585
R2 0.9665 0.9665 0.9577
R1 0.9612 0.9612 0.9568 0.9639
PP 0.9569 0.9569 0.9569 0.9582
S1 0.9516 0.9516 0.9550 0.9543
S2 0.9473 0.9473 0.9541
S3 0.9377 0.9420 0.9533
S4 0.9281 0.9324 0.9506
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 0.9622 0.9365 0.0257 2.7% 0.0115 1.2% 75% True False 162
10 0.9622 0.9325 0.0297 3.1% 0.0101 1.1% 79% True False 145
20 0.9847 0.9230 0.0617 6.5% 0.0095 1.0% 53% False False 166
40 1.0012 0.9230 0.0782 8.2% 0.0092 1.0% 42% False False 117
60 1.0012 0.9230 0.0782 8.2% 0.0075 0.8% 42% False False 103
80 1.0012 0.9230 0.0782 8.2% 0.0061 0.6% 42% False False 82
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0030
2.618 0.9873
1.618 0.9777
1.000 0.9718
0.618 0.9681
HIGH 0.9622
0.618 0.9585
0.500 0.9574
0.382 0.9563
LOW 0.9526
0.618 0.9467
1.000 0.9430
1.618 0.9371
2.618 0.9275
4.250 0.9118
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 0.9574 0.9537
PP 0.9569 0.9515
S1 0.9564 0.9494

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

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