CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	0.9805	0.9804	-0.0001	0.0%	0.9690
High	0.9867	0.9830	-0.0037	-0.4%	0.9867
Low	0.9797	0.9680	-0.0117	-1.2%	0.9680
Close	0.9810	0.9689	-0.0121	-1.2%	0.9689
Range	0.0070	0.0150	0.0080	114.3%	0.0187
ATR	0.0096	0.0100	0.0004	4.0%	0.0000
Volume	491	430	-61	-12.4%	1,916

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0086	0.9772
R3	1.0033	0.9936	0.9730
R2	0.9883	0.9883	0.9717
R1	0.9786	0.9786	0.9703	0.9760
PP	0.9733	0.9733	0.9733	0.9720
S1	0.9636	0.9636	0.9675	0.9610
S2	0.9583	0.9583	0.9662
S3	0.9433	0.9486	0.9648
S4	0.9283	0.9336	0.9607

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0185	0.9792
R3	1.0119	0.9998	0.9740
R2	0.9932	0.9932	0.9723
R1	0.9811	0.9811	0.9706	0.9778
PP	0.9745	0.9745	0.9745	0.9729
S1	0.9624	0.9624	0.9672	0.9591
S2	0.9558	0.9558	0.9655
S3	0.9371	0.9437	0.9638
S4	0.9184	0.9250	0.9586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9867	0.9680	0.0187	1.9%	0.0089	0.9%	5%	False	True	383
10	0.9867	0.9596	0.0271	2.8%	0.0089	0.9%	34%	False	False	517
20	0.9867	0.9429	0.0438	4.5%	0.0097	1.0%	59%	False	False	453
40	0.9867	0.9356	0.0511	5.3%	0.0098	1.0%	65%	False	False	338
60	0.9867	0.9230	0.0637	6.6%	0.0098	1.0%	72%	False	False	283
80	1.0012	0.9230	0.0782	8.1%	0.0096	1.0%	59%	False	False	229
100	1.0012	0.9230	0.0782	8.1%	0.0085	0.9%	59%	False	False	198
120	1.0012	0.9230	0.0782	8.1%	0.0074	0.8%	59%	False	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0468
2.618	1.0223
1.618	1.0073
1.000	0.9980
0.618	0.9923
HIGH	0.9830
0.618	0.9773
0.500	0.9755
0.382	0.9737
LOW	0.9680
0.618	0.9587
1.000	0.9530
1.618	0.9437
2.618	0.9287
4.250	0.9043

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	0.9755	0.9774
PP	0.9733	0.9745
S1	0.9711	0.9717

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