CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 0.9878 0.9898 0.0020 0.2% 0.9987
High 0.9939 0.9925 -0.0014 -0.1% 1.0016
Low 0.9856 0.9746 -0.0110 -1.1% 0.9850
Close 0.9920 0.9784 -0.0136 -1.4% 0.9895
Range 0.0083 0.0179 0.0096 115.7% 0.0166
ATR 0.0101 0.0106 0.0006 5.6% 0.0000
Volume 67,278 133,020 65,742 97.7% 439,186
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0355 1.0249 0.9882
R3 1.0176 1.0070 0.9833
R2 0.9997 0.9997 0.9817
R1 0.9891 0.9891 0.9800 0.9855
PP 0.9818 0.9818 0.9818 0.9800
S1 0.9712 0.9712 0.9768 0.9676
S2 0.9639 0.9639 0.9751
S3 0.9460 0.9533 0.9735
S4 0.9281 0.9354 0.9686
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0418 1.0323 0.9986
R3 1.0252 1.0157 0.9941
R2 1.0086 1.0086 0.9925
R1 0.9991 0.9991 0.9910 0.9956
PP 0.9920 0.9920 0.9920 0.9903
S1 0.9825 0.9825 0.9880 0.9790
S2 0.9754 0.9754 0.9865
S3 0.9588 0.9659 0.9849
S4 0.9422 0.9493 0.9804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0016 0.9746 0.0270 2.8% 0.0114 1.2% 14% False True 98,301
10 1.0016 0.9746 0.0270 2.8% 0.0105 1.1% 14% False True 93,319
20 1.0016 0.9650 0.0366 3.7% 0.0101 1.0% 37% False False 85,114
40 1.0016 0.9617 0.0399 4.1% 0.0105 1.1% 42% False False 86,326
60 1.0016 0.9352 0.0664 6.8% 0.0103 1.1% 65% False False 68,318
80 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 65% False False 51,430
100 1.0016 0.9352 0.0664 6.8% 0.0102 1.0% 65% False False 41,218
120 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 65% False False 34,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0686
2.618 1.0394
1.618 1.0215
1.000 1.0104
0.618 1.0036
HIGH 0.9925
0.618 0.9857
0.500 0.9836
0.382 0.9814
LOW 0.9746
0.618 0.9635
1.000 0.9567
1.618 0.9456
2.618 0.9277
4.250 0.8985
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 0.9836 0.9857
PP 0.9818 0.9832
S1 0.9801 0.9808

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

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