CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 0.9756 0.9747 -0.0009 -0.1% 0.9643
High 0.9758 0.9816 0.0058 0.6% 0.9725
Low 0.9718 0.9715 -0.0003 0.0% 0.9596
Close 0.9751 0.9814 0.0063 0.6% 0.9694
Range 0.0040 0.0101 0.0061 152.5% 0.0129
ATR 0.0098 0.0098 0.0000 0.2% 0.0000
Volume 458 171 -287 -62.7% 3,260
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0085 1.0050 0.9870
R3 0.9984 0.9949 0.9842
R2 0.9883 0.9883 0.9833
R1 0.9848 0.9848 0.9823 0.9866
PP 0.9782 0.9782 0.9782 0.9790
S1 0.9747 0.9747 0.9805 0.9765
S2 0.9681 0.9681 0.9795
S3 0.9580 0.9646 0.9786
S4 0.9479 0.9545 0.9758
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0059 1.0005 0.9765
R3 0.9930 0.9876 0.9729
R2 0.9801 0.9801 0.9718
R1 0.9747 0.9747 0.9706 0.9774
PP 0.9672 0.9672 0.9672 0.9685
S1 0.9618 0.9618 0.9682 0.9645
S2 0.9543 0.9543 0.9670
S3 0.9414 0.9489 0.9659
S4 0.9285 0.9360 0.9623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9816 0.9605 0.0211 2.1% 0.0080 0.8% 99% True False 387
10 0.9816 0.9500 0.0316 3.2% 0.0088 0.9% 99% True False 485
20 0.9816 0.9429 0.0387 3.9% 0.0096 1.0% 99% True False 430
40 0.9841 0.9356 0.0485 4.9% 0.0098 1.0% 94% False False 319
60 0.9847 0.9230 0.0617 6.3% 0.0096 1.0% 95% False False 271
80 1.0012 0.9230 0.0782 8.0% 0.0094 1.0% 75% False False 219
100 1.0012 0.9230 0.0782 8.0% 0.0083 0.8% 75% False False 189
120 1.0012 0.9230 0.0782 8.0% 0.0072 0.7% 75% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0245
2.618 1.0080
1.618 0.9979
1.000 0.9917
0.618 0.9878
HIGH 0.9816
0.618 0.9777
0.500 0.9766
0.382 0.9754
LOW 0.9715
0.618 0.9653
1.000 0.9614
1.618 0.9552
2.618 0.9451
4.250 0.9286
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 0.9798 0.9794
PP 0.9782 0.9773
S1 0.9766 0.9753

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

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