CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 0.9649 0.9649 0.0000 0.0% 0.9601
High 0.9700 0.9721 0.0021 0.2% 0.9700
Low 0.9617 0.9638 0.0021 0.2% 0.9496
Close 0.9638 0.9716 0.0078 0.8% 0.9638
Range 0.0083 0.0083 0.0000 0.0% 0.0204
ATR 0.0105 0.0104 -0.0002 -1.5% 0.0000
Volume 58,977 59,372 395 0.7% 172,384
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9941 0.9911 0.9762
R3 0.9858 0.9828 0.9739
R2 0.9775 0.9775 0.9731
R1 0.9745 0.9745 0.9724 0.9760
PP 0.9692 0.9692 0.9692 0.9699
S1 0.9662 0.9662 0.9708 0.9677
S2 0.9609 0.9609 0.9701
S3 0.9526 0.9579 0.9693
S4 0.9443 0.9496 0.9670
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0223 1.0135 0.9750
R3 1.0019 0.9931 0.9694
R2 0.9815 0.9815 0.9675
R1 0.9727 0.9727 0.9657 0.9771
PP 0.9611 0.9611 0.9611 0.9634
S1 0.9523 0.9523 0.9619 0.9567
S2 0.9407 0.9407 0.9601
S3 0.9203 0.9319 0.9582
S4 0.8999 0.9115 0.9526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9721 0.9496 0.0225 2.3% 0.0107 1.1% 98% True False 44,507
10 0.9721 0.9352 0.0369 3.8% 0.0107 1.1% 99% True False 25,211
20 0.9735 0.9352 0.0383 3.9% 0.0105 1.1% 95% False False 13,496
40 0.9867 0.9352 0.0515 5.3% 0.0100 1.0% 71% False False 7,040
60 0.9867 0.9352 0.0515 5.3% 0.0101 1.0% 71% False False 4,793
80 0.9867 0.9230 0.0637 6.6% 0.0100 1.0% 76% False False 3,645
100 0.9968 0.9230 0.0738 7.6% 0.0099 1.0% 66% False False 2,929
120 1.0012 0.9230 0.0782 8.0% 0.0090 0.9% 62% False False 2,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Fibonacci Retracements and Extensions
4.250 1.0074
2.618 0.9938
1.618 0.9855
1.000 0.9804
0.618 0.9772
HIGH 0.9721
0.618 0.9689
0.500 0.9680
0.382 0.9670
LOW 0.9638
0.618 0.9587
1.000 0.9555
1.618 0.9504
2.618 0.9421
4.250 0.9285
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 0.9704 0.9697
PP 0.9692 0.9679
S1 0.9680 0.9660

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

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