CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 0.9631 0.9455 -0.0176 -1.8% 0.9780
High 0.9631 0.9526 -0.0105 -1.1% 0.9841
Low 0.9448 0.9379 -0.0069 -0.7% 0.9540
Close 0.9467 0.9395 -0.0072 -0.8% 0.9641
Range 0.0183 0.0147 -0.0036 -19.7% 0.0301
ATR 0.0110 0.0112 0.0003 2.4% 0.0000
Volume 81 476 395 487.7% 1,224
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9874 0.9782 0.9476
R3 0.9727 0.9635 0.9435
R2 0.9580 0.9580 0.9422
R1 0.9488 0.9488 0.9408 0.9461
PP 0.9433 0.9433 0.9433 0.9420
S1 0.9341 0.9341 0.9382 0.9314
S2 0.9286 0.9286 0.9368
S3 0.9139 0.9194 0.9355
S4 0.8992 0.9047 0.9314
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 0.9670 0.9379 0.0291 3.1% 0.0100 1.1% 5% False True 280
10 0.9841 0.9379 0.0462 4.9% 0.0103 1.1% 3% False True 199
20 0.9841 0.9365 0.0476 5.1% 0.0103 1.1% 6% False False 188
40 0.9847 0.9230 0.0617 6.6% 0.0103 1.1% 27% False False 172
60 1.0012 0.9230 0.0782 8.3% 0.0089 1.0% 21% False False 131
80 1.0012 0.9230 0.0782 8.3% 0.0076 0.8% 21% False False 115
100 1.0012 0.9230 0.0782 8.3% 0.0064 0.7% 21% False False 97
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 0.9911
1.618 0.9764
1.000 0.9673
0.618 0.9617
HIGH 0.9526
0.618 0.9470
0.500 0.9453
0.382 0.9435
LOW 0.9379
0.618 0.9288
1.000 0.9232
1.618 0.9141
2.618 0.8994
4.250 0.8754
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 0.9453 0.9525
PP 0.9433 0.9481
S1 0.9414 0.9438

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

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