CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 0.9455 0.9399 -0.0056 -0.6% 0.9780
High 0.9526 0.9438 -0.0088 -0.9% 0.9841
Low 0.9379 0.9356 -0.0023 -0.2% 0.9540
Close 0.9395 0.9423 0.0028 0.3% 0.9641
Range 0.0147 0.0082 -0.0065 -44.2% 0.0301
ATR 0.0112 0.0110 -0.0002 -1.9% 0.0000
Volume 476 665 189 39.7% 1,224
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9652 0.9619 0.9468
R3 0.9570 0.9537 0.9446
R2 0.9488 0.9488 0.9438
R1 0.9455 0.9455 0.9431 0.9472
PP 0.9406 0.9406 0.9406 0.9414
S1 0.9373 0.9373 0.9415 0.9390
S2 0.9324 0.9324 0.9408
S3 0.9242 0.9291 0.9400
S4 0.9160 0.9209 0.9378
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 0.9356 0.0314 3.3% 0.0103 1.1% 21% False True 310
10 0.9841 0.9356 0.0485 5.1% 0.0101 1.1% 14% False True 259
20 0.9841 0.9356 0.0485 5.1% 0.0106 1.1% 14% False True 220
40 0.9847 0.9230 0.0617 6.5% 0.0103 1.1% 31% False False 187
60 1.0012 0.9230 0.0782 8.3% 0.0091 1.0% 25% False False 141
80 1.0012 0.9230 0.0782 8.3% 0.0077 0.8% 25% False False 123
100 1.0012 0.9230 0.0782 8.3% 0.0065 0.7% 25% False False 104
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9787
2.618 0.9653
1.618 0.9571
1.000 0.9520
0.618 0.9489
HIGH 0.9438
0.618 0.9407
0.500 0.9397
0.382 0.9387
LOW 0.9356
0.618 0.9305
1.000 0.9274
1.618 0.9223
2.618 0.9141
4.250 0.9008
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 0.9414 0.9494
PP 0.9406 0.9470
S1 0.9397 0.9447

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

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