CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 0.9456 0.9554 0.0098 1.0% 0.9425
High 0.9620 0.9554 -0.0066 -0.7% 0.9502
Low 0.9436 0.9542 0.0106 1.1% 0.9294
Close 0.9590 0.9570 -0.0020 -0.2% 0.9489
Range 0.0184 0.0012 -0.0172 -93.5% 0.0208
ATR
Volume 12 52 40 333.3% 49
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9591 0.9593 0.9577
R3 0.9579 0.9581 0.9573
R2 0.9567 0.9567 0.9572
R1 0.9569 0.9569 0.9571 0.9568
PP 0.9555 0.9555 0.9555 0.9555
S1 0.9557 0.9557 0.9569 0.9556
S2 0.9543 0.9543 0.9568
S3 0.9531 0.9545 0.9567
S4 0.9519 0.9533 0.9563
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0052 0.9979 0.9603
R3 0.9844 0.9771 0.9546
R2 0.9636 0.9636 0.9527
R1 0.9563 0.9563 0.9508 0.9600
PP 0.9428 0.9428 0.9428 0.9447
S1 0.9355 0.9355 0.9470 0.9392
S2 0.9220 0.9220 0.9451
S3 0.9012 0.9147 0.9432
S4 0.8804 0.8939 0.9375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9436 0.0184 1.9% 0.0048 0.5% 73% False False 21
10 0.9620 0.9294 0.0326 3.4% 0.0047 0.5% 85% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9605
2.618 0.9585
1.618 0.9573
1.000 0.9566
0.618 0.9561
HIGH 0.9554
0.618 0.9549
0.500 0.9548
0.382 0.9547
LOW 0.9542
0.618 0.9535
1.000 0.9530
1.618 0.9523
2.618 0.9511
4.250 0.9491
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 0.9563 0.9556
PP 0.9555 0.9542
S1 0.9548 0.9528

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

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