CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 0.9700 0.9646 -0.0054 -0.6% 0.9452
High 0.9700 0.9646 -0.0054 -0.6% 0.9620
Low 0.9622 0.9610 -0.0012 -0.1% 0.9445
Close 0.9605 0.9589 -0.0016 -0.2% 0.9606
Range 0.0078 0.0036 -0.0042 -53.8% 0.0175
ATR 0.0069 0.0067 -0.0002 -2.9% 0.0000
Volume 16 10 -6 -37.5% 62
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9723 0.9692 0.9609
R3 0.9687 0.9656 0.9599
R2 0.9651 0.9651 0.9596
R1 0.9620 0.9620 0.9592 0.9618
PP 0.9615 0.9615 0.9615 0.9614
S1 0.9584 0.9584 0.9586 0.9582
S2 0.9579 0.9579 0.9582
S3 0.9543 0.9548 0.9579
S4 0.9507 0.9512 0.9569
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9702
R3 0.9907 0.9844 0.9654
R2 0.9732 0.9732 0.9638
R1 0.9669 0.9669 0.9622 0.9701
PP 0.9557 0.9557 0.9557 0.9573
S1 0.9494 0.9494 0.9590 0.9526
S2 0.9382 0.9382 0.9574
S3 0.9207 0.9319 0.9558
S4 0.9032 0.9144 0.9510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9594 0.0106 1.1% 0.0025 0.3% -5% False False 9
10 0.9700 0.9445 0.0255 2.7% 0.0042 0.4% 56% False False 16
20 0.9700 0.9340 0.0360 3.8% 0.0039 0.4% 69% False False 20
40 0.9800 0.9340 0.0460 4.8% 0.0030 0.3% 54% False False 16
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9799
2.618 0.9740
1.618 0.9704
1.000 0.9682
0.618 0.9668
HIGH 0.9646
0.618 0.9632
0.500 0.9628
0.382 0.9624
LOW 0.9610
0.618 0.9588
1.000 0.9574
1.618 0.9552
2.618 0.9516
4.250 0.9457
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 0.9628 0.9655
PP 0.9615 0.9633
S1 0.9602 0.9611

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

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