CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 0.9640 0.9631 -0.0009 -0.1% 0.9780
High 0.9670 0.9631 -0.0039 -0.4% 0.9841
Low 0.9636 0.9448 -0.0188 -2.0% 0.9540
Close 0.9651 0.9467 -0.0184 -1.9% 0.9641
Range 0.0034 0.0183 0.0149 438.2% 0.0301
ATR 0.0102 0.0110 0.0007 7.0% 0.0000
Volume 92 81 -11 -12.0% 1,224
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0064 0.9949 0.9568
R3 0.9881 0.9766 0.9517
R2 0.9698 0.9698 0.9501
R1 0.9583 0.9583 0.9484 0.9549
PP 0.9515 0.9515 0.9515 0.9499
S1 0.9400 0.9400 0.9450 0.9366
S2 0.9332 0.9332 0.9433
S3 0.9149 0.9217 0.9417
S4 0.8966 0.9034 0.9366
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0577 1.0410 0.9807
R3 1.0276 1.0109 0.9724
R2 0.9975 0.9975 0.9696
R1 0.9808 0.9808 0.9669 0.9741
PP 0.9674 0.9674 0.9674 0.9641
S1 0.9507 0.9507 0.9613 0.9440
S2 0.9373 0.9373 0.9586
S3 0.9072 0.9206 0.9558
S4 0.8771 0.8905 0.9475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9693 0.9448 0.0245 2.6% 0.0100 1.1% 8% False True 231
10 0.9841 0.9448 0.0393 4.2% 0.0096 1.0% 5% False True 162
20 0.9841 0.9365 0.0476 5.0% 0.0100 1.1% 21% False False 173
40 0.9847 0.9230 0.0617 6.5% 0.0102 1.1% 38% False False 160
60 1.0012 0.9230 0.0782 8.3% 0.0088 0.9% 30% False False 123
80 1.0012 0.9230 0.0782 8.3% 0.0075 0.8% 30% False False 109
100 1.0012 0.9230 0.0782 8.3% 0.0063 0.7% 30% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0409
2.618 1.0110
1.618 0.9927
1.000 0.9814
0.618 0.9744
HIGH 0.9631
0.618 0.9561
0.500 0.9540
0.382 0.9518
LOW 0.9448
0.618 0.9335
1.000 0.9265
1.618 0.9152
2.618 0.8969
4.250 0.8670
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 0.9540 0.9559
PP 0.9515 0.9528
S1 0.9491 0.9498

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

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