CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 0.9805 0.9838 0.0033 0.3% 0.9736
High 0.9864 0.9910 0.0046 0.5% 0.9835
Low 0.9790 0.9837 0.0047 0.5% 0.9660
Close 0.9818 0.9901 0.0083 0.8% 0.9793
Range 0.0074 0.0073 -0.0001 -1.4% 0.0175
ATR 0.0105 0.0104 -0.0001 -0.9% 0.0000
Volume 70,071 66,479 -3,592 -5.1% 395,366
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0102 1.0074 0.9941
R3 1.0029 1.0001 0.9921
R2 0.9956 0.9956 0.9914
R1 0.9928 0.9928 0.9908 0.9942
PP 0.9883 0.9883 0.9883 0.9890
S1 0.9855 0.9855 0.9894 0.9869
S2 0.9810 0.9810 0.9888
S3 0.9737 0.9782 0.9881
S4 0.9664 0.9709 0.9861
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0288 1.0215 0.9889
R3 1.0113 1.0040 0.9841
R2 0.9938 0.9938 0.9825
R1 0.9865 0.9865 0.9809 0.9902
PP 0.9763 0.9763 0.9763 0.9781
S1 0.9690 0.9690 0.9777 0.9727
S2 0.9588 0.9588 0.9761
S3 0.9413 0.9515 0.9745
S4 0.9238 0.9340 0.9697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9910 0.9660 0.0250 2.5% 0.0087 0.9% 96% True False 80,007
10 0.9910 0.9650 0.0260 2.6% 0.0097 1.0% 97% True False 76,908
20 1.0005 0.9625 0.0380 3.8% 0.0106 1.1% 73% False False 82,930
40 1.0005 0.9496 0.0509 5.1% 0.0102 1.0% 80% False False 77,892
60 1.0005 0.9352 0.0653 6.6% 0.0103 1.0% 84% False False 52,941
80 1.0005 0.9352 0.0653 6.6% 0.0101 1.0% 84% False False 39,819
100 1.0005 0.9352 0.0653 6.6% 0.0101 1.0% 84% False False 31,905
120 1.0005 0.9230 0.0775 7.8% 0.0101 1.0% 87% False False 26,619
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0101
1.618 1.0028
1.000 0.9983
0.618 0.9955
HIGH 0.9910
0.618 0.9882
0.500 0.9874
0.382 0.9865
LOW 0.9837
0.618 0.9792
1.000 0.9764
1.618 0.9719
2.618 0.9646
4.250 0.9527
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 0.9892 0.9877
PP 0.9883 0.9853
S1 0.9874 0.9829

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

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