CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 0.9903 0.9811 -0.0092 -0.9% 0.9836
High 0.9922 0.9832 -0.0090 -0.9% 0.9922
Low 0.9756 0.9745 -0.0011 -0.1% 0.9738
Close 0.9806 0.9807 0.0001 0.0% 0.9806
Range 0.0166 0.0087 -0.0079 -47.6% 0.0184
ATR 0.0108 0.0106 -0.0001 -1.4% 0.0000
Volume 79,423 77,295 -2,128 -2.7% 342,799
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0056 1.0018 0.9855
R3 0.9969 0.9931 0.9831
R2 0.9882 0.9882 0.9823
R1 0.9844 0.9844 0.9815 0.9820
PP 0.9795 0.9795 0.9795 0.9782
S1 0.9757 0.9757 0.9799 0.9733
S2 0.9708 0.9708 0.9791
S3 0.9621 0.9670 0.9783
S4 0.9534 0.9583 0.9759
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0374 1.0274 0.9907
R3 1.0190 1.0090 0.9857
R2 1.0006 1.0006 0.9840
R1 0.9906 0.9906 0.9823 0.9864
PP 0.9822 0.9822 0.9822 0.9801
S1 0.9722 0.9722 0.9789 0.9680
S2 0.9638 0.9638 0.9772
S3 0.9454 0.9538 0.9755
S4 0.9270 0.9354 0.9705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9922 0.9738 0.0184 1.9% 0.0117 1.2% 38% False False 84,018
10 0.9939 0.9725 0.0214 2.2% 0.0109 1.1% 38% False False 85,287
20 1.0016 0.9725 0.0291 3.0% 0.0101 1.0% 28% False False 86,116
40 1.0016 0.9625 0.0391 4.0% 0.0105 1.1% 47% False False 84,928
60 1.0016 0.9496 0.0520 5.3% 0.0103 1.0% 60% False False 78,664
80 1.0016 0.9352 0.0664 6.8% 0.0102 1.0% 69% False False 59,539
100 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 69% False False 47,722
120 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 69% False False 39,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0202
2.618 1.0060
1.618 0.9973
1.000 0.9919
0.618 0.9886
HIGH 0.9832
0.618 0.9799
0.500 0.9789
0.382 0.9778
LOW 0.9745
0.618 0.9691
1.000 0.9658
1.618 0.9604
2.618 0.9517
4.250 0.9375
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 0.9801 0.9834
PP 0.9795 0.9825
S1 0.9789 0.9816

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

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