CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 0.9987 0.9962 -0.0025 -0.3% 0.9805
High 0.9998 1.0013 0.0015 0.2% 1.0001
Low 0.9937 0.9898 -0.0039 -0.4% 0.9790
Close 0.9967 0.9967 0.0000 0.0% 0.9988
Range 0.0061 0.0115 0.0054 88.5% 0.0211
ATR 0.0100 0.0101 0.0001 1.0% 0.0000
Volume 57,742 90,236 32,494 56.3% 430,264
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0304 1.0251 1.0030
R3 1.0189 1.0136 0.9999
R2 1.0074 1.0074 0.9988
R1 1.0021 1.0021 0.9978 1.0048
PP 0.9959 0.9959 0.9959 0.9973
S1 0.9906 0.9906 0.9956 0.9933
S2 0.9844 0.9844 0.9946
S3 0.9729 0.9791 0.9935
S4 0.9614 0.9676 0.9904
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 1.0013 0.9835 0.0178 1.8% 0.0095 1.0% 74% True False 88,338
10 1.0013 0.9660 0.0353 3.5% 0.0091 0.9% 87% True False 84,172
20 1.0013 0.9625 0.0388 3.9% 0.0104 1.0% 88% True False 84,625
40 1.0013 0.9617 0.0396 4.0% 0.0102 1.0% 88% True False 81,755
60 1.0013 0.9352 0.0661 6.6% 0.0102 1.0% 93% True False 60,222
80 1.0013 0.9352 0.0661 6.6% 0.0100 1.0% 93% True False 45,315
100 1.0013 0.9352 0.0661 6.6% 0.0101 1.0% 93% True False 36,316
120 1.0013 0.9230 0.0783 7.9% 0.0100 1.0% 94% True False 30,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0502
2.618 1.0314
1.618 1.0199
1.000 1.0128
0.618 1.0084
HIGH 1.0013
0.618 0.9969
0.500 0.9956
0.382 0.9942
LOW 0.9898
0.618 0.9827
1.000 0.9783
1.618 0.9712
2.618 0.9597
4.250 0.9409
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 0.9963 0.9963
PP 0.9959 0.9959
S1 0.9956 0.9956

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

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