CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 0.9663 0.9634 -0.0029 -0.3% 0.9445
High 0.9725 0.9683 -0.0042 -0.4% 0.9642
Low 0.9596 0.9601 0.0005 0.1% 0.9429
Close 0.9626 0.9610 -0.0016 -0.2% 0.9625
Range 0.0129 0.0082 -0.0047 -36.4% 0.0213
ATR 0.0108 0.0106 -0.0002 -1.7% 0.0000
Volume 938 991 53 5.7% 1,923
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9877 0.9826 0.9655
R3 0.9795 0.9744 0.9633
R2 0.9713 0.9713 0.9625
R1 0.9662 0.9662 0.9618 0.9647
PP 0.9631 0.9631 0.9631 0.9624
S1 0.9580 0.9580 0.9602 0.9565
S2 0.9549 0.9549 0.9595
S3 0.9467 0.9498 0.9587
S4 0.9385 0.9416 0.9565
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% 0.0095 1.0% 49% False False 584
10 0.9725 0.9429 0.0296 3.1% 0.0110 1.1% 61% False False 475
20 0.9725 0.9356 0.0369 3.8% 0.0105 1.1% 69% False False 415
40 0.9841 0.9356 0.0485 5.0% 0.0102 1.1% 52% False False 294
60 0.9847 0.9230 0.0617 6.4% 0.0103 1.1% 62% False False 245
80 1.0012 0.9230 0.0782 8.1% 0.0092 1.0% 49% False False 196
100 1.0012 0.9230 0.0782 8.1% 0.0081 0.8% 49% False False 170
120 1.0012 0.9230 0.0782 8.1% 0.0070 0.7% 49% False False 147
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9898
1.618 0.9816
1.000 0.9765
0.618 0.9734
HIGH 0.9683
0.618 0.9652
0.500 0.9642
0.382 0.9632
LOW 0.9601
0.618 0.9550
1.000 0.9519
1.618 0.9468
2.618 0.9386
4.250 0.9253
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 0.9642 0.9661
PP 0.9631 0.9644
S1 0.9621 0.9627

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

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