CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 0.9482 0.9543 0.0061 0.6% 0.9496
High 0.9482 0.9543 0.0061 0.6% 0.9620
Low 0.9482 0.9543 0.0061 0.6% 0.9408
Close 0.9482 0.9543 0.0061 0.6% 0.9408
Range
ATR 0.0088 0.0086 -0.0002 -2.2% 0.0000
Volume 21 21 0 0.0% 82
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9543 0.9543 0.9543
R3 0.9543 0.9543 0.9543
R2 0.9543 0.9543 0.9543
R1 0.9543 0.9543 0.9543 0.9543
PP 0.9543 0.9543 0.9543 0.9543
S1 0.9543 0.9543 0.9543 0.9543
S2 0.9543 0.9543 0.9543
S3 0.9543 0.9543 0.9543
S4 0.9543 0.9543 0.9543
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0115 0.9973 0.9525
R3 0.9903 0.9761 0.9466
R2 0.9691 0.9691 0.9447
R1 0.9549 0.9549 0.9427 0.9514
PP 0.9479 0.9479 0.9479 0.9461
S1 0.9337 0.9337 0.9389 0.9302
S2 0.9267 0.9267 0.9369
S3 0.9055 0.9125 0.9350
S4 0.8843 0.8913 0.9291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9554 0.9408 0.0146 1.5% 0.0002 0.0% 92% False False 24
10 0.9620 0.9378 0.0242 2.5% 0.0024 0.3% 68% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9543
1.618 0.9543
1.000 0.9543
0.618 0.9543
HIGH 0.9543
0.618 0.9543
0.500 0.9543
0.382 0.9543
LOW 0.9543
0.618 0.9543
1.000 0.9543
1.618 0.9543
2.618 0.9543
4.250 0.9543
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 0.9543 0.9525
PP 0.9543 0.9506
S1 0.9543 0.9488

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

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