CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 0.9482 0.9601 0.0119 1.3% 0.9503
High 0.9613 0.9652 0.0039 0.4% 0.9613
Low 0.9442 0.9595 0.0153 1.6% 0.9352
Close 0.9603 0.9645 0.0042 0.4% 0.9603
Range 0.0171 0.0057 -0.0114 -66.7% 0.0261
ATR 0.0107 0.0103 -0.0004 -3.3% 0.0000
Volume 6,378 9,220 2,842 44.6% 21,999
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9802 0.9780 0.9676
R3 0.9745 0.9723 0.9661
R2 0.9688 0.9688 0.9655
R1 0.9666 0.9666 0.9650 0.9677
PP 0.9631 0.9631 0.9631 0.9636
S1 0.9609 0.9609 0.9640 0.9620
S2 0.9574 0.9574 0.9635
S3 0.9517 0.9552 0.9629
S4 0.9460 0.9495 0.9614
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0306 1.0215 0.9747
R3 1.0045 0.9954 0.9675
R2 0.9784 0.9784 0.9651
R1 0.9693 0.9693 0.9627 0.9739
PP 0.9523 0.9523 0.9523 0.9545
S1 0.9432 0.9432 0.9579 0.9478
S2 0.9262 0.9262 0.9555
S3 0.9001 0.9171 0.9531
S4 0.8740 0.8910 0.9459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9652 0.9352 0.0300 3.1% 0.0106 1.1% 98% True False 5,916
10 0.9652 0.9352 0.0300 3.1% 0.0104 1.1% 98% True False 4,171
20 0.9735 0.9352 0.0383 4.0% 0.0103 1.1% 77% False False 2,591
40 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 57% False False 1,526
60 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 57% False False 1,099
80 0.9867 0.9230 0.0637 6.6% 0.0100 1.0% 65% False False 868
100 1.0012 0.9230 0.0782 8.1% 0.0097 1.0% 53% False False 708
120 1.0012 0.9230 0.0782 8.1% 0.0088 0.9% 53% False False 603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9894
2.618 0.9801
1.618 0.9744
1.000 0.9709
0.618 0.9687
HIGH 0.9652
0.618 0.9630
0.500 0.9624
0.382 0.9617
LOW 0.9595
0.618 0.9560
1.000 0.9538
1.618 0.9503
2.618 0.9446
4.250 0.9353
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 0.9638 0.9612
PP 0.9631 0.9580
S1 0.9624 0.9547

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

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