CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 0.9818 0.9966 0.0148 1.5% 0.9811
High 0.9971 0.9997 0.0026 0.3% 0.9997
Low 0.9811 0.9918 0.0107 1.1% 0.9718
Close 0.9962 0.9954 -0.0008 -0.1% 0.9954
Range 0.0160 0.0079 -0.0081 -50.6% 0.0279
ATR 0.0112 0.0109 -0.0002 -2.1% 0.0000
Volume 103,211 100,926 -2,285 -2.2% 482,710
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0193 1.0153 0.9997
R3 1.0114 1.0074 0.9976
R2 1.0035 1.0035 0.9968
R1 0.9995 0.9995 0.9961 0.9976
PP 0.9956 0.9956 0.9956 0.9947
S1 0.9916 0.9916 0.9947 0.9897
S2 0.9877 0.9877 0.9940
S3 0.9798 0.9837 0.9932
S4 0.9719 0.9758 0.9911
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0727 1.0619 1.0107
R3 1.0448 1.0340 1.0031
R2 1.0169 1.0169 1.0005
R1 1.0061 1.0061 0.9980 1.0115
PP 0.9890 0.9890 0.9890 0.9917
S1 0.9782 0.9782 0.9928 0.9836
S2 0.9611 0.9611 0.9903
S3 0.9332 0.9503 0.9877
S4 0.9053 0.9224 0.9801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9997 0.9718 0.0279 2.8% 0.0112 1.1% 85% True False 96,542
10 0.9997 0.9718 0.0279 2.8% 0.0113 1.1% 85% True False 89,146
20 1.0016 0.9718 0.0298 3.0% 0.0107 1.1% 79% False False 89,791
40 1.0016 0.9625 0.0391 3.9% 0.0106 1.1% 84% False False 86,306
60 1.0016 0.9617 0.0399 4.0% 0.0103 1.0% 84% False False 83,531
80 1.0016 0.9352 0.0664 6.7% 0.0104 1.0% 91% False False 64,576
100 1.0016 0.9352 0.0664 6.7% 0.0102 1.0% 91% False False 51,760
120 1.0016 0.9352 0.0664 6.7% 0.0102 1.0% 91% False False 43,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0333
2.618 1.0204
1.618 1.0125
1.000 1.0076
0.618 1.0046
HIGH 0.9997
0.618 0.9967
0.500 0.9958
0.382 0.9948
LOW 0.9918
0.618 0.9869
1.000 0.9839
1.618 0.9790
2.618 0.9711
4.250 0.9582
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 0.9958 0.9924
PP 0.9956 0.9895
S1 0.9955 0.9865

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

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