CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 0.9736 0.9792 0.0056 0.6% 0.9862
High 0.9835 0.9810 -0.0025 -0.3% 0.9878
Low 0.9725 0.9727 0.0002 0.0% 0.9625
Close 0.9807 0.9750 -0.0057 -0.6% 0.9723
Range 0.0110 0.0083 -0.0027 -24.5% 0.0253
ATR 0.0112 0.0110 -0.0002 -1.8% 0.0000
Volume 61,755 70,124 8,369 13.6% 459,521
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0011 0.9964 0.9796
R3 0.9928 0.9881 0.9773
R2 0.9845 0.9845 0.9765
R1 0.9798 0.9798 0.9758 0.9780
PP 0.9762 0.9762 0.9762 0.9754
S1 0.9715 0.9715 0.9742 0.9697
S2 0.9679 0.9679 0.9735
S3 0.9596 0.9632 0.9727
S4 0.9513 0.9549 0.9704
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0501 1.0365 0.9862
R3 1.0248 1.0112 0.9793
R2 0.9995 0.9995 0.9769
R1 0.9859 0.9859 0.9746 0.9801
PP 0.9742 0.9742 0.9742 0.9713
S1 0.9606 0.9606 0.9700 0.9548
S2 0.9489 0.9489 0.9677
S3 0.9236 0.9353 0.9653
S4 0.8983 0.9100 0.9584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9835 0.9650 0.0185 1.9% 0.0107 1.1% 54% False False 73,810
10 1.0005 0.9625 0.0380 3.9% 0.0117 1.2% 33% False False 85,078
20 1.0005 0.9625 0.0380 3.9% 0.0110 1.1% 33% False False 86,441
40 1.0005 0.9371 0.0634 6.5% 0.0106 1.1% 60% False False 68,832
60 1.0005 0.9352 0.0653 6.7% 0.0103 1.1% 61% False False 46,308
80 1.0005 0.9352 0.0653 6.7% 0.0101 1.0% 61% False False 34,839
100 1.0005 0.9352 0.0653 6.7% 0.0101 1.0% 61% False False 27,911
120 1.0005 0.9230 0.0775 7.9% 0.0100 1.0% 67% False False 23,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 1.0027
1.618 0.9944
1.000 0.9893
0.618 0.9861
HIGH 0.9810
0.618 0.9778
0.500 0.9769
0.382 0.9759
LOW 0.9727
0.618 0.9676
1.000 0.9644
1.618 0.9593
2.618 0.9510
4.250 0.9374
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 0.9769 0.9765
PP 0.9762 0.9760
S1 0.9756 0.9755

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

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