CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 0.9607 0.9674 0.0067 0.7% 0.9449
High 0.9690 0.9674 -0.0016 -0.2% 0.9650
Low 0.9576 0.9615 0.0039 0.4% 0.9449
Close 0.9650 0.9623 -0.0027 -0.3% 0.9652
Range 0.0114 0.0059 -0.0055 -48.2% 0.0201
ATR 0.0069 0.0068 -0.0001 -1.0% 0.0000
Volume 3 150 147 4,900.0% 56
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9814 0.9778 0.9655
R3 0.9755 0.9719 0.9639
R2 0.9696 0.9696 0.9634
R1 0.9660 0.9660 0.9628 0.9649
PP 0.9637 0.9637 0.9637 0.9632
S1 0.9601 0.9601 0.9618 0.9590
S2 0.9578 0.9578 0.9612
S3 0.9519 0.9542 0.9607
S4 0.9460 0.9483 0.9591
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 0.9690 0.9552 0.0138 1.4% 0.0058 0.6% 51% False False 37
10 0.9690 0.9340 0.0350 3.6% 0.0035 0.4% 81% False False 25
20 0.9800 0.9340 0.0460 4.8% 0.0026 0.3% 62% False False 16
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9925
2.618 0.9828
1.618 0.9769
1.000 0.9733
0.618 0.9710
HIGH 0.9674
0.618 0.9651
0.500 0.9645
0.382 0.9638
LOW 0.9615
0.618 0.9579
1.000 0.9556
1.618 0.9520
2.618 0.9461
4.250 0.9364
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 0.9645 0.9633
PP 0.9637 0.9630
S1 0.9630 0.9626

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

View Archives - Comment on this page... - Back to Index of Symbols