CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 0.9747 0.9805 0.0058 0.6% 0.9643
High 0.9816 0.9867 0.0051 0.5% 0.9725
Low 0.9715 0.9797 0.0082 0.8% 0.9596
Close 0.9814 0.9810 -0.0004 0.0% 0.9694
Range 0.0101 0.0070 -0.0031 -30.7% 0.0129
ATR 0.0098 0.0096 -0.0002 -2.0% 0.0000
Volume 171 491 320 187.1% 3,260
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0035 0.9992 0.9849
R3 0.9965 0.9922 0.9829
R2 0.9895 0.9895 0.9823
R1 0.9852 0.9852 0.9816 0.9874
PP 0.9825 0.9825 0.9825 0.9835
S1 0.9782 0.9782 0.9804 0.9804
S2 0.9755 0.9755 0.9797
S3 0.9685 0.9712 0.9791
S4 0.9615 0.9642 0.9772
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 0.9867 0.9619 0.0248 2.5% 0.0079 0.8% 77% True False 343
10 0.9867 0.9565 0.0302 3.1% 0.0081 0.8% 81% True False 506
20 0.9867 0.9429 0.0438 4.5% 0.0096 1.0% 87% True False 447
40 0.9867 0.9356 0.0511 5.2% 0.0098 1.0% 89% True False 330
60 0.9867 0.9230 0.0637 6.5% 0.0097 1.0% 91% True False 276
80 1.0012 0.9230 0.0782 8.0% 0.0095 1.0% 74% False False 224
100 1.0012 0.9230 0.0782 8.0% 0.0084 0.9% 74% False False 194
120 1.0012 0.9230 0.0782 8.0% 0.0073 0.7% 74% False False 165
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0165
2.618 1.0050
1.618 0.9980
1.000 0.9937
0.618 0.9910
HIGH 0.9867
0.618 0.9840
0.500 0.9832
0.382 0.9824
LOW 0.9797
0.618 0.9754
1.000 0.9727
1.618 0.9684
2.618 0.9614
4.250 0.9500
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 0.9832 0.9804
PP 0.9825 0.9797
S1 0.9817 0.9791

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

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