CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 0.9503 0.9410 -0.0093 -1.0% 0.9513
High 0.9525 0.9431 -0.0094 -1.0% 0.9552
Low 0.9412 0.9352 -0.0060 -0.6% 0.9357
Close 0.9427 0.9353 -0.0074 -0.8% 0.9485
Range 0.0113 0.0079 -0.0034 -30.1% 0.0195
ATR 0.0101 0.0099 -0.0002 -1.6% 0.0000
Volume 1,636 1,136 -500 -30.6% 12,478
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9616 0.9563 0.9396
R3 0.9537 0.9484 0.9375
R2 0.9458 0.9458 0.9367
R1 0.9405 0.9405 0.9360 0.9392
PP 0.9379 0.9379 0.9379 0.9372
S1 0.9326 0.9326 0.9346 0.9313
S2 0.9300 0.9300 0.9339
S3 0.9221 0.9247 0.9331
S4 0.9142 0.9168 0.9310
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0050 0.9962 0.9592
R3 0.9855 0.9767 0.9539
R2 0.9660 0.9660 0.9521
R1 0.9572 0.9572 0.9503 0.9519
PP 0.9465 0.9465 0.9465 0.9438
S1 0.9377 0.9377 0.9467 0.9324
S2 0.9270 0.9270 0.9449
S3 0.9075 0.9182 0.9431
S4 0.8880 0.8987 0.9378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9525 0.9352 0.0173 1.8% 0.0093 1.0% 1% False True 2,509
10 0.9735 0.9352 0.0383 4.1% 0.0101 1.1% 0% False True 1,830
20 0.9867 0.9352 0.0515 5.5% 0.0098 1.0% 0% False True 1,258
40 0.9867 0.9352 0.0515 5.5% 0.0097 1.0% 0% False True 845
60 0.9867 0.9352 0.0515 5.5% 0.0098 1.1% 0% False True 631
80 0.9867 0.9230 0.0637 6.8% 0.0097 1.0% 19% False False 517
100 1.0012 0.9230 0.0782 8.4% 0.0094 1.0% 16% False False 425
120 1.0012 0.9230 0.0782 8.4% 0.0085 0.9% 16% False False 366
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9767
2.618 0.9638
1.618 0.9559
1.000 0.9510
0.618 0.9480
HIGH 0.9431
0.618 0.9401
0.500 0.9392
0.382 0.9382
LOW 0.9352
0.618 0.9303
1.000 0.9273
1.618 0.9224
2.618 0.9145
4.250 0.9016
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 0.9392 0.9439
PP 0.9379 0.9410
S1 0.9366 0.9382

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

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