CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 0.9530 0.9575 0.0045 0.5% 0.9705
High 0.9575 0.9640 0.0065 0.7% 0.9722
Low 0.9512 0.9554 0.0042 0.4% 0.9512
Close 0.9555 0.9573 0.0018 0.2% 0.9573
Range 0.0063 0.0086 0.0023 36.5% 0.0210
ATR 0.0098 0.0097 -0.0001 -0.9% 0.0000
Volume 1,102 1,299 197 17.9% 3,810
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9847 0.9796 0.9620
R3 0.9761 0.9710 0.9597
R2 0.9675 0.9675 0.9589
R1 0.9624 0.9624 0.9581 0.9607
PP 0.9589 0.9589 0.9589 0.9580
S1 0.9538 0.9538 0.9565 0.9521
S2 0.9503 0.9503 0.9557
S3 0.9417 0.9452 0.9549
S4 0.9331 0.9366 0.9526
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0232 1.0113 0.9689
R3 1.0022 0.9903 0.9631
R2 0.9812 0.9812 0.9612
R1 0.9693 0.9693 0.9592 0.9648
PP 0.9602 0.9602 0.9602 0.9580
S1 0.9483 0.9483 0.9554 0.9438
S2 0.9392 0.9392 0.9535
S3 0.9182 0.9273 0.9515
S4 0.8972 0.9063 0.9458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9722 0.9512 0.0210 2.2% 0.0086 0.9% 29% False False 762
10 0.9867 0.9512 0.0355 3.7% 0.0088 0.9% 17% False False 572
20 0.9867 0.9429 0.0438 4.6% 0.0093 1.0% 33% False False 545
40 0.9867 0.9356 0.0511 5.3% 0.0098 1.0% 42% False False 410
60 0.9867 0.9230 0.0637 6.7% 0.0098 1.0% 54% False False 342
80 0.9977 0.9230 0.0747 7.8% 0.0097 1.0% 46% False False 272
100 1.0012 0.9230 0.0782 8.2% 0.0087 0.9% 44% False False 233
120 1.0012 0.9230 0.0782 8.2% 0.0077 0.8% 44% False False 200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0006
2.618 0.9865
1.618 0.9779
1.000 0.9726
0.618 0.9693
HIGH 0.9640
0.618 0.9607
0.500 0.9597
0.382 0.9587
LOW 0.9554
0.618 0.9501
1.000 0.9468
1.618 0.9415
2.618 0.9329
4.250 0.9189
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 0.9597 0.9596
PP 0.9589 0.9588
S1 0.9581 0.9581

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

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