CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 0.9650 0.9675 0.0025 0.3% 0.9427
High 0.9680 0.9759 0.0079 0.8% 0.9700
Low 0.9618 0.9669 0.0051 0.5% 0.9365
Close 0.9624 0.9689 0.0065 0.7% 0.9624
Range 0.0062 0.0090 0.0028 45.2% 0.0335
ATR 0.0118 0.0119 0.0001 1.0% 0.0000
Volume 84 293 209 248.8% 783
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9976 0.9922 0.9739
R3 0.9886 0.9832 0.9714
R2 0.9796 0.9796 0.9706
R1 0.9742 0.9742 0.9697 0.9769
PP 0.9706 0.9706 0.9706 0.9719
S1 0.9652 0.9652 0.9681 0.9679
S2 0.9616 0.9616 0.9673
S3 0.9526 0.9562 0.9664
S4 0.9436 0.9472 0.9640
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 0.9759 0.9417 0.0342 3.5% 0.0097 1.0% 80% True False 128
10 0.9759 0.9365 0.0394 4.1% 0.0104 1.1% 82% True False 155
20 0.9759 0.9230 0.0529 5.5% 0.0101 1.0% 87% True False 185
40 1.0012 0.9230 0.0782 8.1% 0.0094 1.0% 59% False False 127
60 1.0012 0.9230 0.0782 8.1% 0.0076 0.8% 59% False False 110
80 1.0012 0.9230 0.0782 8.1% 0.0064 0.7% 59% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0142
2.618 0.9995
1.618 0.9905
1.000 0.9849
0.618 0.9815
HIGH 0.9759
0.618 0.9725
0.500 0.9714
0.382 0.9703
LOW 0.9669
0.618 0.9613
1.000 0.9579
1.618 0.9523
2.618 0.9433
4.250 0.9287
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 0.9714 0.9681
PP 0.9706 0.9673
S1 0.9697 0.9665

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

View Archives - Comment on this page... - Back to Index of Symbols