CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 0.9643 0.9592 -0.0051 -0.5% 0.9660
High 0.9700 0.9592 -0.0108 -1.1% 0.9705
Low 0.9565 0.9445 -0.0120 -1.3% 0.9445
Close 0.9613 0.9468 -0.0145 -1.5% 0.9468
Range 0.0135 0.0147 0.0012 8.9% 0.0260
ATR 0.0106 0.0110 0.0004 4.2% 0.0000
Volume 210 306 96 45.7% 1,980
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9943 0.9852 0.9549
R3 0.9796 0.9705 0.9508
R2 0.9649 0.9649 0.9495
R1 0.9558 0.9558 0.9481 0.9530
PP 0.9502 0.9502 0.9502 0.9488
S1 0.9411 0.9411 0.9455 0.9383
S2 0.9355 0.9355 0.9441
S3 0.9208 0.9264 0.9428
S4 0.9061 0.9117 0.9387
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0319 1.0154 0.9611
R3 1.0059 0.9894 0.9540
R2 0.9799 0.9799 0.9516
R1 0.9634 0.9634 0.9492 0.9587
PP 0.9539 0.9539 0.9539 0.9516
S1 0.9374 0.9374 0.9444 0.9327
S2 0.9279 0.9279 0.9420
S3 0.9019 0.9114 0.9397
S4 0.8759 0.8854 0.9325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9705 0.9445 0.0260 2.7% 0.0099 1.0% 9% False True 396
10 0.9705 0.9360 0.0345 3.6% 0.0105 1.1% 31% False False 293
20 0.9841 0.9356 0.0485 5.1% 0.0103 1.1% 23% False False 276
40 0.9841 0.9230 0.0611 6.5% 0.0101 1.1% 39% False False 240
60 0.9977 0.9230 0.0747 7.9% 0.0098 1.0% 32% False False 181
80 1.0012 0.9230 0.0782 8.3% 0.0085 0.9% 30% False False 155
100 1.0012 0.9230 0.0782 8.3% 0.0074 0.8% 30% False False 130
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 0.0025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0217
2.618 0.9977
1.618 0.9830
1.000 0.9739
0.618 0.9683
HIGH 0.9592
0.618 0.9536
0.500 0.9519
0.382 0.9501
LOW 0.9445
0.618 0.9354
1.000 0.9298
1.618 0.9207
2.618 0.9060
4.250 0.8820
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 0.9519 0.9573
PP 0.9502 0.9538
S1 0.9485 0.9503

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

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