CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 0.9962 0.9916 -0.0046 -0.5% 0.9805
High 1.0013 1.0000 -0.0013 -0.1% 1.0001
Low 0.9898 0.9902 0.0004 0.0% 0.9790
Close 0.9967 0.9997 0.0030 0.3% 0.9988
Range 0.0115 0.0098 -0.0017 -14.8% 0.0211
ATR 0.0101 0.0101 0.0000 -0.2% 0.0000
Volume 90,236 110,931 20,695 22.9% 430,264
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0260 1.0227 1.0051
R3 1.0162 1.0129 1.0024
R2 1.0064 1.0064 1.0015
R1 1.0031 1.0031 1.0006 1.0048
PP 0.9966 0.9966 0.9966 0.9975
S1 0.9933 0.9933 0.9988 0.9950
S2 0.9868 0.9868 0.9979
S3 0.9770 0.9835 0.9970
S4 0.9672 0.9737 0.9943
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 0.9882 0.0131 1.3% 0.0093 0.9% 88% False False 89,275
10 1.0013 0.9710 0.0303 3.0% 0.0090 0.9% 95% False False 87,080
20 1.0013 0.9625 0.0388 3.9% 0.0104 1.0% 96% False False 86,515
40 1.0013 0.9617 0.0396 4.0% 0.0103 1.0% 96% False False 82,889
60 1.0013 0.9352 0.0661 6.6% 0.0103 1.0% 98% False False 62,057
80 1.0013 0.9352 0.0661 6.6% 0.0100 1.0% 98% False False 46,697
100 1.0013 0.9352 0.0661 6.6% 0.0101 1.0% 98% False False 37,423
120 1.0013 0.9230 0.0783 7.8% 0.0101 1.0% 98% False False 31,213
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0257
1.618 1.0159
1.000 1.0098
0.618 1.0061
HIGH 1.0000
0.618 0.9963
0.500 0.9951
0.382 0.9939
LOW 0.9902
0.618 0.9841
1.000 0.9804
1.618 0.9743
2.618 0.9645
4.250 0.9486
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 0.9982 0.9983
PP 0.9966 0.9969
S1 0.9951 0.9956

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

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