CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 0.9570 0.9650 0.0080 0.8% 0.9427
High 0.9700 0.9680 -0.0020 -0.2% 0.9700
Low 0.9570 0.9618 0.0048 0.5% 0.9365
Close 0.9678 0.9624 -0.0054 -0.6% 0.9624
Range 0.0130 0.0062 -0.0068 -52.3% 0.0335
ATR 0.0122 0.0118 -0.0004 -3.5% 0.0000
Volume 124 84 -40 -32.3% 783
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9827 0.9787 0.9658
R3 0.9765 0.9725 0.9641
R2 0.9703 0.9703 0.9635
R1 0.9663 0.9663 0.9630 0.9652
PP 0.9641 0.9641 0.9641 0.9635
S1 0.9601 0.9601 0.9618 0.9590
S2 0.9579 0.9579 0.9613
S3 0.9517 0.9539 0.9607
S4 0.9455 0.9477 0.9590
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0568 1.0431 0.9808
R3 1.0233 1.0096 0.9716
R2 0.9898 0.9898 0.9685
R1 0.9761 0.9761 0.9655 0.9830
PP 0.9563 0.9563 0.9563 0.9597
S1 0.9426 0.9426 0.9593 0.9495
S2 0.9228 0.9228 0.9563
S3 0.8893 0.9091 0.9532
S4 0.8558 0.8756 0.9440
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% 0.0105 1.1% 77% False False 156
10 0.9700 0.9365 0.0335 3.5% 0.0103 1.1% 77% False False 133
20 0.9730 0.9230 0.0500 5.2% 0.0101 1.0% 79% False False 174
40 1.0012 0.9230 0.0782 8.1% 0.0095 1.0% 50% False False 120
60 1.0012 0.9230 0.0782 8.1% 0.0076 0.8% 50% False False 106
80 1.0012 0.9230 0.0782 8.1% 0.0063 0.7% 50% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9944
2.618 0.9842
1.618 0.9780
1.000 0.9742
0.618 0.9718
HIGH 0.9680
0.618 0.9656
0.500 0.9649
0.382 0.9642
LOW 0.9618
0.618 0.9580
1.000 0.9556
1.618 0.9518
2.618 0.9456
4.250 0.9355
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 0.9649 0.9620
PP 0.9641 0.9617
S1 0.9632 0.9613

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

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