CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 0.9643 0.9663 0.0020 0.2% 0.9445
High 0.9682 0.9725 0.0043 0.4% 0.9642
Low 0.9628 0.9596 -0.0032 -0.3% 0.9429
Close 0.9646 0.9626 -0.0020 -0.2% 0.9625
Range 0.0054 0.0129 0.0075 138.9% 0.0213
ATR 0.0106 0.0108 0.0002 1.5% 0.0000
Volume 390 938 548 140.5% 1,923
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0036 0.9960 0.9697
R3 0.9907 0.9831 0.9661
R2 0.9778 0.9778 0.9650
R1 0.9702 0.9702 0.9638 0.9676
PP 0.9649 0.9649 0.9649 0.9636
S1 0.9573 0.9573 0.9614 0.9547
S2 0.9520 0.9520 0.9602
S3 0.9391 0.9444 0.9591
S4 0.9262 0.9315 0.9555
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0204 1.0128 0.9742
R3 0.9991 0.9915 0.9684
R2 0.9778 0.9778 0.9664
R1 0.9702 0.9702 0.9645 0.9740
PP 0.9565 0.9565 0.9565 0.9585
S1 0.9489 0.9489 0.9605 0.9527
S2 0.9352 0.9352 0.9586
S3 0.9139 0.9276 0.9566
S4 0.8926 0.9063 0.9508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9500 0.0225 2.3% 0.0106 1.1% 56% True False 459
10 0.9725 0.9429 0.0296 3.1% 0.0109 1.1% 67% True False 425
20 0.9725 0.9356 0.0369 3.8% 0.0110 1.1% 73% True False 370
40 0.9841 0.9356 0.0485 5.0% 0.0103 1.1% 56% False False 271
60 0.9858 0.9230 0.0628 6.5% 0.0102 1.1% 63% False False 230
80 1.0012 0.9230 0.0782 8.1% 0.0092 1.0% 51% False False 189
100 1.0012 0.9230 0.0782 8.1% 0.0080 0.8% 51% False False 161
120 1.0012 0.9230 0.0782 8.1% 0.0069 0.7% 51% 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 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0063
1.618 0.9934
1.000 0.9854
0.618 0.9805
HIGH 0.9725
0.618 0.9676
0.500 0.9661
0.382 0.9645
LOW 0.9596
0.618 0.9516
1.000 0.9467
1.618 0.9387
2.618 0.9258
4.250 0.9048
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 0.9661 0.9645
PP 0.9649 0.9639
S1 0.9638 0.9632

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

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