CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 0.9526 0.9570 0.0044 0.5% 0.9583
High 0.9622 0.9700 0.0078 0.8% 0.9611
Low 0.9526 0.9570 0.0044 0.5% 0.9400
Close 0.9559 0.9678 0.0119 1.2% 0.9422
Range 0.0096 0.0130 0.0034 35.4% 0.0211
ATR 0.0121 0.0122 0.0001 1.2% 0.0000
Volume 42 124 82 195.2% 475
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0039 0.9989 0.9750
R3 0.9909 0.9859 0.9714
R2 0.9779 0.9779 0.9702
R1 0.9729 0.9729 0.9690 0.9754
PP 0.9649 0.9649 0.9649 0.9662
S1 0.9599 0.9599 0.9666 0.9624
S2 0.9519 0.9519 0.9654
S3 0.9389 0.9469 0.9642
S4 0.9259 0.9339 0.9607
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 0.9700 0.9365 0.0335 3.5% 0.0135 1.4% 93% True False 182
10 0.9700 0.9365 0.0335 3.5% 0.0103 1.1% 93% True False 141
20 0.9847 0.9230 0.0617 6.4% 0.0099 1.0% 73% False False 172
40 1.0012 0.9230 0.0782 8.1% 0.0095 1.0% 57% False False 119
60 1.0012 0.9230 0.0782 8.1% 0.0076 0.8% 57% False False 105
80 1.0012 0.9230 0.0782 8.1% 0.0062 0.6% 57% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0040
1.618 0.9910
1.000 0.9830
0.618 0.9780
HIGH 0.9700
0.618 0.9650
0.500 0.9635
0.382 0.9620
LOW 0.9570
0.618 0.9490
1.000 0.9440
1.618 0.9360
2.618 0.9230
4.250 0.9018
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 0.9664 0.9638
PP 0.9649 0.9598
S1 0.9635 0.9559

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

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