CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 0.9425 0.9456 0.0031 0.3% 0.9640
High 0.9518 0.9530 0.0012 0.1% 0.9670
Low 0.9360 0.9425 0.0065 0.7% 0.9356
Close 0.9460 0.9521 0.0061 0.6% 0.9385
Range 0.0158 0.0105 -0.0053 -33.5% 0.0314
ATR 0.0111 0.0111 0.0000 -0.4% 0.0000
Volume 114 199 85 74.6% 1,494
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9807 0.9769 0.9579
R3 0.9702 0.9664 0.9550
R2 0.9597 0.9597 0.9540
R1 0.9559 0.9559 0.9531 0.9578
PP 0.9492 0.9492 0.9492 0.9502
S1 0.9454 0.9454 0.9511 0.9473
S2 0.9387 0.9387 0.9502
S3 0.9282 0.9349 0.9492
S4 0.9177 0.9244 0.9463
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 0.9530 0.9356 0.0174 1.8% 0.0113 1.2% 95% True False 326
10 0.9693 0.9356 0.0337 3.5% 0.0107 1.1% 49% False False 279
20 0.9841 0.9356 0.0485 5.1% 0.0100 1.1% 34% False False 208
40 0.9847 0.9230 0.0617 6.5% 0.0097 1.0% 47% False False 191
60 1.0012 0.9230 0.0782 8.2% 0.0094 1.0% 37% False False 148
80 1.0012 0.9230 0.0782 8.2% 0.0080 0.8% 37% False False 129
100 1.0012 0.9230 0.0782 8.2% 0.0068 0.7% 37% False False 107
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 0.9976
2.618 0.9805
1.618 0.9700
1.000 0.9635
0.618 0.9595
HIGH 0.9530
0.618 0.9490
0.500 0.9478
0.382 0.9465
LOW 0.9425
0.618 0.9360
1.000 0.9320
1.618 0.9255
2.618 0.9150
4.250 0.8979
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 0.9507 0.9496
PP 0.9492 0.9470
S1 0.9478 0.9445

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

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