CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 0.9694 0.9666 -0.0028 -0.3% 0.9663
High 0.9748 0.9758 0.0010 0.1% 0.9794
Low 0.9652 0.9645 -0.0007 -0.1% 0.9617
Close 0.9686 0.9713 0.0027 0.3% 0.9723
Range 0.0096 0.0113 0.0017 17.7% 0.0177
ATR 0.0101 0.0102 0.0001 0.9% 0.0000
Volume 79,637 129,309 49,672 62.4% 370,327
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0044 0.9992 0.9775
R3 0.9931 0.9879 0.9744
R2 0.9818 0.9818 0.9734
R1 0.9766 0.9766 0.9723 0.9792
PP 0.9705 0.9705 0.9705 0.9719
S1 0.9653 0.9653 0.9703 0.9679
S2 0.9592 0.9592 0.9692
S3 0.9479 0.9540 0.9682
S4 0.9366 0.9427 0.9651
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 0.9765 0.9633 0.0132 1.4% 0.0095 1.0% 61% False False 87,047
10 0.9794 0.9617 0.0177 1.8% 0.0105 1.1% 54% False False 79,098
20 0.9794 0.9442 0.0352 3.6% 0.0101 1.0% 77% False False 61,028
40 0.9830 0.9352 0.0478 4.9% 0.0101 1.0% 76% False False 31,448
60 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 70% False False 21,114
80 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 70% False False 15,889
100 0.9867 0.9230 0.0637 6.6% 0.0098 1.0% 76% False False 12,744
120 1.0012 0.9230 0.0782 8.1% 0.0097 1.0% 62% False False 10,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0238
2.618 1.0054
1.618 0.9941
1.000 0.9871
0.618 0.9828
HIGH 0.9758
0.618 0.9715
0.500 0.9702
0.382 0.9688
LOW 0.9645
0.618 0.9575
1.000 0.9532
1.618 0.9462
2.618 0.9349
4.250 0.9165
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 0.9709 0.9707
PP 0.9705 0.9701
S1 0.9702 0.9696

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

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