CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 0.9666 0.9691 0.0025 0.3% 0.9742
High 0.9758 0.9801 0.0043 0.4% 0.9801
Low 0.9645 0.9680 0.0035 0.4% 0.9633
Close 0.9713 0.9798 0.0085 0.9% 0.9798
Range 0.0113 0.0121 0.0008 7.1% 0.0168
ATR 0.0102 0.0103 0.0001 1.4% 0.0000
Volume 129,309 108,549 -20,760 -16.1% 467,120
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0123 1.0081 0.9865
R3 1.0002 0.9960 0.9831
R2 0.9881 0.9881 0.9820
R1 0.9839 0.9839 0.9809 0.9860
PP 0.9760 0.9760 0.9760 0.9770
S1 0.9718 0.9718 0.9787 0.9739
S2 0.9639 0.9639 0.9776
S3 0.9518 0.9597 0.9765
S4 0.9397 0.9476 0.9731
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0191 0.9890
R3 1.0080 1.0023 0.9844
R2 0.9912 0.9912 0.9829
R1 0.9855 0.9855 0.9813 0.9884
PP 0.9744 0.9744 0.9744 0.9758
S1 0.9687 0.9687 0.9783 0.9716
S2 0.9576 0.9576 0.9767
S3 0.9408 0.9519 0.9752
S4 0.9240 0.9351 0.9706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9633 0.0168 1.7% 0.0095 1.0% 98% True False 93,424
10 0.9801 0.9617 0.0184 1.9% 0.0104 1.1% 98% True False 83,744
20 0.9801 0.9496 0.0305 3.1% 0.0098 1.0% 99% True False 66,137
40 0.9801 0.9352 0.0449 4.6% 0.0100 1.0% 99% True False 34,151
60 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 87% False False 22,918
80 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 87% False False 17,244
100 0.9867 0.9230 0.0637 6.5% 0.0099 1.0% 89% False False 13,830
120 1.0012 0.9230 0.0782 8.0% 0.0098 1.0% 73% False False 11,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0118
1.618 0.9997
1.000 0.9922
0.618 0.9876
HIGH 0.9801
0.618 0.9755
0.500 0.9741
0.382 0.9726
LOW 0.9680
0.618 0.9605
1.000 0.9559
1.618 0.9484
2.618 0.9363
4.250 0.9166
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 0.9779 0.9773
PP 0.9760 0.9748
S1 0.9741 0.9723

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

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