CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 0.9600 0.9580 -0.0020 -0.2% 0.9449
High 0.9600 0.9650 0.0050 0.5% 0.9650
Low 0.9552 0.9580 0.0028 0.3% 0.9449
Close 0.9545 0.9652 0.0107 1.1% 0.9652
Range 0.0048 0.0070 0.0022 45.8% 0.0201
ATR 0.0067 0.0069 0.0003 4.1% 0.0000
Volume 15 11 -4 -26.7% 56
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9837 0.9815 0.9691
R3 0.9767 0.9745 0.9671
R2 0.9697 0.9697 0.9665
R1 0.9675 0.9675 0.9658 0.9686
PP 0.9627 0.9627 0.9627 0.9633
S1 0.9605 0.9605 0.9646 0.9616
S2 0.9557 0.9557 0.9639
S3 0.9487 0.9535 0.9633
S4 0.9417 0.9465 0.9614
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0187 1.0120 0.9763
R3 0.9986 0.9919 0.9707
R2 0.9785 0.9785 0.9689
R1 0.9718 0.9718 0.9670 0.9752
PP 0.9584 0.9584 0.9584 0.9600
S1 0.9517 0.9517 0.9634 0.9551
S2 0.9383 0.9383 0.9615
S3 0.9182 0.9316 0.9597
S4 0.8981 0.9115 0.9541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9650 0.9370 0.0280 2.9% 0.0030 0.3% 101% True False 14
10 0.9650 0.9340 0.0310 3.2% 0.0025 0.3% 101% True False 12
20 0.9800 0.9340 0.0460 4.8% 0.0021 0.2% 68% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9833
1.618 0.9763
1.000 0.9720
0.618 0.9693
HIGH 0.9650
0.618 0.9623
0.500 0.9615
0.382 0.9607
LOW 0.9580
0.618 0.9537
1.000 0.9510
1.618 0.9467
2.618 0.9397
4.250 0.9283
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 0.9640 0.9628
PP 0.9627 0.9604
S1 0.9615 0.9580

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

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