CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 0.9969 0.9987 0.0018 0.2% 0.9805
High 1.0001 0.9998 -0.0003 0.0% 1.0001
Low 0.9908 0.9937 0.0029 0.3% 0.9790
Close 0.9988 0.9967 -0.0021 -0.2% 0.9988
Range 0.0093 0.0061 -0.0032 -34.4% 0.0211
ATR 0.0103 0.0100 -0.0003 -2.9% 0.0000
Volume 98,349 57,742 -40,607 -41.3% 430,264
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0150 1.0120 1.0001
R3 1.0089 1.0059 0.9984
R2 1.0028 1.0028 0.9978
R1 0.9998 0.9998 0.9973 0.9983
PP 0.9967 0.9967 0.9967 0.9960
S1 0.9937 0.9937 0.9961 0.9922
S2 0.9906 0.9906 0.9956
S3 0.9845 0.9876 0.9950
S4 0.9784 0.9815 0.9933
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0559 1.0485 1.0104
R3 1.0348 1.0274 1.0046
R2 1.0137 1.0137 1.0027
R1 1.0063 1.0063 1.0007 1.0100
PP 0.9926 0.9926 0.9926 0.9945
S1 0.9852 0.9852 0.9969 0.9889
S2 0.9715 0.9715 0.9949
S3 0.9504 0.9641 0.9930
S4 0.9293 0.9430 0.9872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0001 0.9835 0.0166 1.7% 0.0087 0.9% 80% False False 83,587
10 1.0001 0.9660 0.0341 3.4% 0.0088 0.9% 90% False False 82,161
20 1.0005 0.9625 0.0380 3.8% 0.0103 1.0% 90% False False 83,825
40 1.0005 0.9617 0.0388 3.9% 0.0101 1.0% 90% False False 81,345
60 1.0005 0.9352 0.0653 6.6% 0.0102 1.0% 94% False False 58,729
80 1.0005 0.9352 0.0653 6.6% 0.0100 1.0% 94% False False 44,193
100 1.0005 0.9352 0.0653 6.6% 0.0101 1.0% 94% False False 35,414
120 1.0005 0.9230 0.0775 7.8% 0.0100 1.0% 95% False False 29,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0257
2.618 1.0158
1.618 1.0097
1.000 1.0059
0.618 1.0036
HIGH 0.9998
0.618 0.9975
0.500 0.9968
0.382 0.9960
LOW 0.9937
0.618 0.9899
1.000 0.9876
1.618 0.9838
2.618 0.9777
4.250 0.9678
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 0.9968 0.9959
PP 0.9967 0.9950
S1 0.9967 0.9942

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

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