CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 0.9399 0.9428 0.0029 0.3% 0.9640
High 0.9438 0.9450 0.0012 0.1% 0.9670
Low 0.9356 0.9375 0.0019 0.2% 0.9356
Close 0.9423 0.9385 -0.0038 -0.4% 0.9385
Range 0.0082 0.0075 -0.0007 -8.5% 0.0314
ATR 0.0110 0.0108 -0.0003 -2.3% 0.0000
Volume 665 180 -485 -72.9% 1,494
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9628 0.9582 0.9426
R3 0.9553 0.9507 0.9406
R2 0.9478 0.9478 0.9399
R1 0.9432 0.9432 0.9392 0.9418
PP 0.9403 0.9403 0.9403 0.9396
S1 0.9357 0.9357 0.9378 0.9343
S2 0.9328 0.9328 0.9371
S3 0.9253 0.9282 0.9364
S4 0.9178 0.9207 0.9344
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0412 1.0213 0.9558
R3 1.0098 0.9899 0.9471
R2 0.9784 0.9784 0.9443
R1 0.9585 0.9585 0.9414 0.9528
PP 0.9470 0.9470 0.9470 0.9442
S1 0.9271 0.9271 0.9356 0.9214
S2 0.9156 0.9156 0.9327
S3 0.8842 0.8957 0.9299
S4 0.8528 0.8643 0.9212
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% 0.0104 1.1% 9% False False 298
10 0.9841 0.9356 0.0485 5.2% 0.0102 1.1% 6% False False 271
20 0.9841 0.9356 0.0485 5.2% 0.0099 1.1% 6% False False 219
40 0.9847 0.9230 0.0617 6.6% 0.0096 1.0% 25% False False 189
60 1.0012 0.9230 0.0782 8.3% 0.0091 1.0% 20% False False 144
80 1.0012 0.9230 0.0782 8.3% 0.0077 0.8% 20% False False 126
100 1.0012 0.9230 0.0782 8.3% 0.0065 0.7% 20% False False 104
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9769
2.618 0.9646
1.618 0.9571
1.000 0.9525
0.618 0.9496
HIGH 0.9450
0.618 0.9421
0.500 0.9413
0.382 0.9404
LOW 0.9375
0.618 0.9329
1.000 0.9300
1.618 0.9254
2.618 0.9179
4.250 0.9056
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 0.9413 0.9441
PP 0.9403 0.9422
S1 0.9394 0.9404

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

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