CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 0.9708 0.9727 0.0019 0.2% 0.9601
High 0.9738 0.9745 0.0007 0.1% 0.9700
Low 0.9669 0.9698 0.0029 0.3% 0.9496
Close 0.9715 0.9716 0.0001 0.0% 0.9638
Range 0.0069 0.0047 -0.0022 -31.9% 0.0204
ATR 0.0100 0.0096 -0.0004 -3.8% 0.0000
Volume 65,553 52,068 -13,485 -20.6% 172,384
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9861 0.9835 0.9742
R3 0.9814 0.9788 0.9729
R2 0.9767 0.9767 0.9725
R1 0.9741 0.9741 0.9720 0.9731
PP 0.9720 0.9720 0.9720 0.9714
S1 0.9694 0.9694 0.9712 0.9684
S2 0.9673 0.9673 0.9707
S3 0.9626 0.9647 0.9703
S4 0.9579 0.9600 0.9690
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 0.9617 0.0151 1.6% 0.0073 0.8% 66% False False 61,962
10 0.9768 0.9442 0.0326 3.4% 0.0097 1.0% 84% False False 42,959
20 0.9768 0.9352 0.0416 4.3% 0.0099 1.0% 88% False False 22,953
40 0.9867 0.9352 0.0515 5.3% 0.0095 1.0% 71% False False 11,800
60 0.9867 0.9352 0.0515 5.3% 0.0098 1.0% 71% False False 7,976
80 0.9867 0.9325 0.0542 5.6% 0.0099 1.0% 72% False False 6,020
100 0.9955 0.9230 0.0725 7.5% 0.0099 1.0% 67% False False 4,843
120 1.0012 0.9230 0.0782 8.0% 0.0091 0.9% 62% False False 4,050
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9945
2.618 0.9868
1.618 0.9821
1.000 0.9792
0.618 0.9774
HIGH 0.9745
0.618 0.9727
0.500 0.9722
0.382 0.9716
LOW 0.9698
0.618 0.9669
1.000 0.9651
1.618 0.9622
2.618 0.9575
4.250 0.9498
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 0.9722 0.9719
PP 0.9720 0.9718
S1 0.9718 0.9717

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

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