CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 0.9681 0.9740 0.0059 0.6% 0.9700
High 0.9681 0.9740 0.0059 0.6% 0.9740
Low 0.9681 0.9740 0.0059 0.6% 0.9648
Close 0.9691 0.9749 0.0058 0.6% 0.9749
Range
ATR 0.0077 0.0075 -0.0002 -2.6% 0.0000
Volume 5 3 -2 -40.0% 32
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9743 0.9746 0.9749
R3 0.9743 0.9746 0.9749
R2 0.9743 0.9743 0.9749
R1 0.9746 0.9746 0.9749 0.9745
PP 0.9743 0.9743 0.9743 0.9742
S1 0.9746 0.9746 0.9749 0.9745
S2 0.9743 0.9743 0.9749
S3 0.9743 0.9746 0.9749
S4 0.9743 0.9746 0.9749
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9988 0.9961 0.9800
R3 0.9896 0.9869 0.9774
R2 0.9804 0.9804 0.9766
R1 0.9777 0.9777 0.9757 0.9791
PP 0.9712 0.9712 0.9712 0.9719
S1 0.9685 0.9685 0.9741 0.9699
S2 0.9620 0.9620 0.9732
S3 0.9528 0.9593 0.9724
S4 0.9436 0.9501 0.9698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9648 0.0092 0.9% 0.0019 0.2% 110% True False 6
10 0.9740 0.9432 0.0308 3.2% 0.0010 0.1% 103% True False 12
20 0.9740 0.9294 0.0446 4.6% 0.0023 0.2% 102% True False 15
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9740
1.618 0.9740
1.000 0.9740
0.618 0.9740
HIGH 0.9740
0.618 0.9740
0.500 0.9740
0.382 0.9740
LOW 0.9740
0.618 0.9740
1.000 0.9740
1.618 0.9740
2.618 0.9740
4.250 0.9740
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 0.9746 0.9736
PP 0.9743 0.9723
S1 0.9740 0.9711

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

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