CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 0.9891 0.9894 0.0003 0.0% 0.9963
High 0.9933 0.9915 -0.0018 -0.2% 0.9987
Low 0.9874 0.9885 0.0011 0.1% 0.9860
Close 0.9892 0.9912 0.0020 0.2% 0.9912
Range 0.0059 0.0030 -0.0029 -49.2% 0.0127
ATR 0.0101 0.0096 -0.0005 -5.0% 0.0000
Volume 79,370 22,479 -56,891 -71.7% 349,536
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9994 0.9983 0.9929
R3 0.9964 0.9953 0.9920
R2 0.9934 0.9934 0.9918
R1 0.9923 0.9923 0.9915 0.9929
PP 0.9904 0.9904 0.9904 0.9907
S1 0.9893 0.9893 0.9909 0.9899
S2 0.9874 0.9874 0.9907
S3 0.9844 0.9863 0.9904
S4 0.9814 0.9833 0.9896
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0301 1.0233 0.9982
R3 1.0174 1.0106 0.9947
R2 1.0047 1.0047 0.9935
R1 0.9979 0.9979 0.9924 0.9950
PP 0.9920 0.9920 0.9920 0.9905
S1 0.9852 0.9852 0.9900 0.9823
S2 0.9793 0.9793 0.9889
S3 0.9666 0.9725 0.9877
S4 0.9539 0.9598 0.9842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9987 0.9860 0.0127 1.3% 0.0068 0.7% 41% False False 69,907
10 0.9997 0.9718 0.0279 2.8% 0.0090 0.9% 70% False False 83,224
20 0.9997 0.9718 0.0279 2.8% 0.0101 1.0% 70% False False 85,887
40 1.0016 0.9625 0.0391 3.9% 0.0103 1.0% 73% False False 85,915
60 1.0016 0.9617 0.0399 4.0% 0.0103 1.0% 74% False False 84,193
80 1.0016 0.9352 0.0664 6.7% 0.0102 1.0% 84% False False 68,883
100 1.0016 0.9352 0.0664 6.7% 0.0100 1.0% 84% False False 55,236
120 1.0016 0.9352 0.0664 6.7% 0.0101 1.0% 84% False False 46,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 134 trading days
Fibonacci Retracements and Extensions
4.250 1.0043
2.618 0.9994
1.618 0.9964
1.000 0.9945
0.618 0.9934
HIGH 0.9915
0.618 0.9904
0.500 0.9900
0.382 0.9896
LOW 0.9885
0.618 0.9866
1.000 0.9855
1.618 0.9836
2.618 0.9806
4.250 0.9758
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 0.9908 0.9907
PP 0.9904 0.9903
S1 0.9900 0.9898

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

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