CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 0.9708 0.9708 0.0000 0.0% 0.9601
High 0.9768 0.9738 -0.0030 -0.3% 0.9700
Low 0.9683 0.9669 -0.0014 -0.1% 0.9496
Close 0.9738 0.9715 -0.0023 -0.2% 0.9638
Range 0.0085 0.0069 -0.0016 -18.8% 0.0204
ATR 0.0102 0.0100 -0.0002 -2.3% 0.0000
Volume 73,841 65,553 -8,288 -11.2% 172,384
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9914 0.9884 0.9753
R3 0.9845 0.9815 0.9734
R2 0.9776 0.9776 0.9728
R1 0.9746 0.9746 0.9721 0.9761
PP 0.9707 0.9707 0.9707 0.9715
S1 0.9677 0.9677 0.9709 0.9692
S2 0.9638 0.9638 0.9702
S3 0.9569 0.9608 0.9696
S4 0.9500 0.9539 0.9677
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 0.9768 0.9599 0.0169 1.7% 0.0082 0.8% 69% False False 60,240
10 0.9768 0.9442 0.0326 3.4% 0.0099 1.0% 84% False False 38,336
20 0.9768 0.9352 0.0416 4.3% 0.0104 1.1% 87% False False 20,394
40 0.9867 0.9352 0.0515 5.3% 0.0097 1.0% 70% False False 10,505
60 0.9867 0.9352 0.0515 5.3% 0.0100 1.0% 70% False False 7,113
80 0.9867 0.9230 0.0637 6.6% 0.0100 1.0% 76% False False 5,375
100 0.9955 0.9230 0.0725 7.5% 0.0100 1.0% 67% False False 4,323
120 1.0012 0.9230 0.0782 8.0% 0.0091 0.9% 62% False False 3,616
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9919
1.618 0.9850
1.000 0.9807
0.618 0.9781
HIGH 0.9738
0.618 0.9712
0.500 0.9704
0.382 0.9695
LOW 0.9669
0.618 0.9626
1.000 0.9600
1.618 0.9557
2.618 0.9488
4.250 0.9376
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 0.9711 0.9711
PP 0.9707 0.9707
S1 0.9704 0.9703

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

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