CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 0.9701 0.9724 0.0023 0.2% 0.9675
High 0.9753 0.9780 0.0027 0.3% 0.9780
Low 0.9657 0.9708 0.0051 0.5% 0.9645
Close 0.9709 0.9767 0.0058 0.6% 0.9767
Range 0.0096 0.0072 -0.0024 -25.0% 0.0135
ATR 0.0114 0.0111 -0.0003 -2.6% 0.0000
Volume 61 58 -3 -4.9% 884
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9968 0.9939 0.9807
R3 0.9896 0.9867 0.9787
R2 0.9824 0.9824 0.9780
R1 0.9795 0.9795 0.9774 0.9810
PP 0.9752 0.9752 0.9752 0.9759
S1 0.9723 0.9723 0.9760 0.9738
S2 0.9680 0.9680 0.9754
S3 0.9608 0.9651 0.9747
S4 0.9536 0.9579 0.9727
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0136 1.0086 0.9841
R3 1.0001 0.9951 0.9804
R2 0.9866 0.9866 0.9792
R1 0.9816 0.9816 0.9779 0.9841
PP 0.9731 0.9731 0.9731 0.9743
S1 0.9681 0.9681 0.9755 0.9706
S2 0.9596 0.9596 0.9742
S3 0.9461 0.9546 0.9730
S4 0.9326 0.9411 0.9693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9780 0.9645 0.0135 1.4% 0.0088 0.9% 90% True False 176
10 0.9780 0.9365 0.0415 4.2% 0.0097 1.0% 97% True False 166
20 0.9780 0.9230 0.0550 5.6% 0.0096 1.0% 98% True False 202
40 0.9968 0.9230 0.0738 7.6% 0.0096 1.0% 73% False False 133
60 1.0012 0.9230 0.0782 8.0% 0.0080 0.8% 69% False False 115
80 1.0012 0.9230 0.0782 8.0% 0.0067 0.7% 69% False False 95
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0086
2.618 0.9968
1.618 0.9896
1.000 0.9852
0.618 0.9824
HIGH 0.9780
0.618 0.9752
0.500 0.9744
0.382 0.9736
LOW 0.9708
0.618 0.9664
1.000 0.9636
1.618 0.9592
2.618 0.9520
4.250 0.9402
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 0.9759 0.9751
PP 0.9752 0.9735
S1 0.9744 0.9719

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

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