CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 0.9690 0.9654 -0.0036 -0.4% 0.9663
High 0.9705 0.9763 0.0058 0.6% 0.9794
Low 0.9617 0.9640 0.0023 0.2% 0.9617
Close 0.9671 0.9723 0.0052 0.5% 0.9723
Range 0.0088 0.0123 0.0035 39.8% 0.0177
ATR 0.0102 0.0103 0.0002 1.5% 0.0000
Volume 67,467 76,668 9,201 13.6% 370,327
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0078 1.0023 0.9791
R3 0.9955 0.9900 0.9757
R2 0.9832 0.9832 0.9746
R1 0.9777 0.9777 0.9734 0.9805
PP 0.9709 0.9709 0.9709 0.9722
S1 0.9654 0.9654 0.9712 0.9682
S2 0.9586 0.9586 0.9700
S3 0.9463 0.9531 0.9689
S4 0.9340 0.9408 0.9655
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0242 1.0160 0.9820
R3 1.0065 0.9983 0.9772
R2 0.9888 0.9888 0.9755
R1 0.9806 0.9806 0.9739 0.9847
PP 0.9711 0.9711 0.9711 0.9732
S1 0.9629 0.9629 0.9707 0.9670
S2 0.9534 0.9534 0.9691
S3 0.9357 0.9452 0.9674
S4 0.9180 0.9275 0.9626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9794 0.9617 0.0177 1.8% 0.0114 1.2% 60% False False 74,065
10 0.9794 0.9617 0.0177 1.8% 0.0098 1.0% 60% False False 68,324
20 0.9794 0.9352 0.0442 4.5% 0.0104 1.1% 84% False False 43,881
40 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 72% False False 22,521
60 0.9867 0.9352 0.0515 5.3% 0.0100 1.0% 72% False False 15,149
80 0.9867 0.9352 0.0515 5.3% 0.0101 1.0% 72% False False 11,417
100 0.9867 0.9230 0.0637 6.6% 0.0101 1.0% 77% False False 9,164
120 1.0012 0.9230 0.0782 8.0% 0.0095 1.0% 63% False False 7,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0085
1.618 0.9962
1.000 0.9886
0.618 0.9839
HIGH 0.9763
0.618 0.9716
0.500 0.9702
0.382 0.9687
LOW 0.9640
0.618 0.9564
1.000 0.9517
1.618 0.9441
2.618 0.9318
4.250 0.9117
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 0.9716 0.9717
PP 0.9709 0.9711
S1 0.9702 0.9706

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

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