CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 0.9811 0.9809 -0.0002 0.0% 0.9836
High 0.9832 0.9829 -0.0003 0.0% 0.9922
Low 0.9745 0.9718 -0.0027 -0.3% 0.9738
Close 0.9807 0.9746 -0.0061 -0.6% 0.9806
Range 0.0087 0.0111 0.0024 27.6% 0.0184
ATR 0.0106 0.0107 0.0000 0.3% 0.0000
Volume 77,295 103,981 26,686 34.5% 342,799
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0097 1.0033 0.9807
R3 0.9986 0.9922 0.9777
R2 0.9875 0.9875 0.9766
R1 0.9811 0.9811 0.9756 0.9788
PP 0.9764 0.9764 0.9764 0.9753
S1 0.9700 0.9700 0.9736 0.9677
S2 0.9653 0.9653 0.9726
S3 0.9542 0.9589 0.9715
S4 0.9431 0.9478 0.9685
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 0.9718 0.0204 2.1% 0.0121 1.2% 14% False True 89,211
10 0.9925 0.9718 0.0207 2.1% 0.0112 1.2% 14% False True 88,957
20 1.0016 0.9718 0.0298 3.1% 0.0103 1.1% 9% False True 87,811
40 1.0016 0.9625 0.0391 4.0% 0.0106 1.1% 31% False False 85,787
60 1.0016 0.9496 0.0520 5.3% 0.0103 1.1% 48% False False 80,244
80 1.0016 0.9352 0.0664 6.8% 0.0103 1.1% 59% False False 60,831
100 1.0016 0.9352 0.0664 6.8% 0.0102 1.0% 59% False False 48,757
120 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 59% False False 40,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0120
1.618 1.0009
1.000 0.9940
0.618 0.9898
HIGH 0.9829
0.618 0.9787
0.500 0.9774
0.382 0.9760
LOW 0.9718
0.618 0.9649
1.000 0.9607
1.618 0.9538
2.618 0.9427
4.250 0.9246
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 0.9774 0.9820
PP 0.9764 0.9795
S1 0.9755 0.9771

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

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