CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	0.9560	0.9513	-0.0047	-0.5%	0.9660
High	0.9638	0.9635	-0.0003	0.0%	0.9705
Low	0.9501	0.9500	-0.0001	0.0%	0.9445
Close	0.9506	0.9625	0.0119	1.3%	0.9468
Range	0.0137	0.0135	-0.0002	-1.5%	0.0260
ATR	0.0111	0.0113	0.0002	1.6%	0.0000
Volume	367	278	-89	-24.3%	1,980

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9992	0.9943	0.9699
R3	0.9857	0.9808	0.9662
R2	0.9722	0.9722	0.9650
R1	0.9673	0.9673	0.9637	0.9698
PP	0.9587	0.9587	0.9587	0.9599
S1	0.9538	0.9538	0.9613	0.9563
S2	0.9452	0.9452	0.9600
S3	0.9317	0.9403	0.9588
S4	0.9182	0.9268	0.9551

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	0.9638	0.9429	0.0209	2.2%	0.0124	1.3%	94%	False	False	381
10	0.9705	0.9429	0.0276	2.9%	0.0111	1.1%	71%	False	False	388
20	0.9705	0.9356	0.0349	3.6%	0.0105	1.1%	77%	False	False	329
40	0.9841	0.9325	0.0516	5.4%	0.0103	1.1%	58%	False	False	240
60	0.9955	0.9230	0.0725	7.5%	0.0103	1.1%	54%	False	False	206
80	1.0012	0.9230	0.0782	8.1%	0.0090	0.9%	51%	False	False	174
100	1.0012	0.9230	0.0782	8.1%	0.0078	0.8%	51%	False	False	145

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0209
2.618	0.9988
1.618	0.9853
1.000	0.9770
0.618	0.9718
HIGH	0.9635
0.618	0.9583
0.500	0.9568
0.382	0.9552
LOW	0.9500
0.618	0.9417
1.000	0.9365
1.618	0.9282
2.618	0.9147
4.250	0.8926

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	0.9606	0.9595
PP	0.9587	0.9564
S1	0.9568	0.9534

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols