CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 0.9668 0.9730 0.0062 0.6% 0.9635
High 0.9668 0.9750 0.0082 0.8% 0.9700
Low 0.9668 0.9723 0.0055 0.6% 0.9603
Close 0.9674 0.9724 0.0050 0.5% 0.9674
Range 0.0000 0.0027 0.0027 0.0097
ATR 0.0064 0.0065 0.0001 1.3% 0.0000
Volume 25 29 4 16.0% 63
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9813 0.9796 0.9739
R3 0.9786 0.9769 0.9731
R2 0.9759 0.9759 0.9729
R1 0.9742 0.9742 0.9726 0.9737
PP 0.9732 0.9732 0.9732 0.9730
S1 0.9715 0.9715 0.9722 0.9710
S2 0.9705 0.9705 0.9719
S3 0.9678 0.9688 0.9717
S4 0.9651 0.9661 0.9709
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9950 0.9909 0.9727
R3 0.9853 0.9812 0.9701
R2 0.9756 0.9756 0.9692
R1 0.9715 0.9715 0.9683 0.9736
PP 0.9659 0.9659 0.9659 0.9669
S1 0.9618 0.9618 0.9665 0.9639
S2 0.9562 0.9562 0.9656
S3 0.9465 0.9521 0.9647
S4 0.9368 0.9424 0.9621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9603 0.0147 1.5% 0.0034 0.3% 82% True False 18
10 0.9750 0.9445 0.0305 3.1% 0.0035 0.4% 91% True False 12
20 0.9750 0.9445 0.0305 3.1% 0.0038 0.4% 91% True False 22
40 0.9800 0.9340 0.0460 4.7% 0.0027 0.3% 83% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9821
1.618 0.9794
1.000 0.9777
0.618 0.9767
HIGH 0.9750
0.618 0.9740
0.500 0.9737
0.382 0.9733
LOW 0.9723
0.618 0.9706
1.000 0.9696
1.618 0.9679
2.618 0.9652
4.250 0.9608
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 0.9737 0.9708
PP 0.9732 0.9692
S1 0.9728 0.9677

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

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