CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 0.9445 0.9461 0.0016 0.2% 0.9660
High 0.9500 0.9563 0.0063 0.7% 0.9705
Low 0.9434 0.9429 -0.0005 -0.1% 0.9445
Close 0.9461 0.9530 0.0069 0.7% 0.9468
Range 0.0066 0.0134 0.0068 103.0% 0.0260
ATR 0.0107 0.0109 0.0002 1.8% 0.0000
Volume 522 433 -89 -17.0% 1,980
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9909 0.9854 0.9604
R3 0.9775 0.9720 0.9567
R2 0.9641 0.9641 0.9555
R1 0.9586 0.9586 0.9542 0.9614
PP 0.9507 0.9507 0.9507 0.9521
S1 0.9452 0.9452 0.9518 0.9480
S2 0.9373 0.9373 0.9505
S3 0.9239 0.9318 0.9493
S4 0.9105 0.9184 0.9456
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 0.9701 0.9429 0.0272 2.9% 0.0112 1.2% 37% False True 391
10 0.9705 0.9425 0.0280 2.9% 0.0101 1.1% 38% False False 359
20 0.9800 0.9356 0.0444 4.7% 0.0104 1.1% 39% False False 318
40 0.9841 0.9230 0.0611 6.4% 0.0099 1.0% 49% False False 248
60 0.9957 0.9230 0.0727 7.6% 0.0100 1.0% 41% False False 195
80 1.0012 0.9230 0.0782 8.2% 0.0087 0.9% 38% False False 167
100 1.0012 0.9230 0.0782 8.2% 0.0075 0.8% 38% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0133
2.618 0.9914
1.618 0.9780
1.000 0.9697
0.618 0.9646
HIGH 0.9563
0.618 0.9512
0.500 0.9496
0.382 0.9480
LOW 0.9429
0.618 0.9346
1.000 0.9295
1.618 0.9212
2.618 0.9078
4.250 0.8860
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 0.9519 0.9524
PP 0.9507 0.9517
S1 0.9496 0.9511

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

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