CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 0.9655 0.9500 -0.0155 -1.6% 0.9730
High 0.9655 0.9557 -0.0098 -1.0% 0.9830
Low 0.9512 0.9496 -0.0016 -0.2% 0.9680
Close 0.9511 0.9535 0.0024 0.3% 0.9668
Range 0.0143 0.0061 -0.0082 -57.3% 0.0150
ATR 0.0071 0.0070 -0.0001 -1.0% 0.0000
Volume 44 63 19 43.2% 133
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9712 0.9685 0.9569
R3 0.9651 0.9624 0.9552
R2 0.9590 0.9590 0.9546
R1 0.9563 0.9563 0.9541 0.9577
PP 0.9529 0.9529 0.9529 0.9536
S1 0.9502 0.9502 0.9529 0.9516
S2 0.9468 0.9468 0.9524
S3 0.9407 0.9441 0.9518
S4 0.9346 0.9380 0.9501
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0176 1.0072 0.9751
R3 1.0026 0.9922 0.9709
R2 0.9876 0.9876 0.9696
R1 0.9772 0.9772 0.9682 0.9749
PP 0.9726 0.9726 0.9726 0.9715
S1 0.9622 0.9622 0.9654 0.9599
S2 0.9576 0.9576 0.9641
S3 0.9426 0.9472 0.9627
S4 0.9276 0.9322 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9754 0.9496 0.0258 2.7% 0.0072 0.8% 15% False True 40
10 0.9830 0.9496 0.0334 3.5% 0.0047 0.5% 12% False True 29
20 0.9830 0.9445 0.0385 4.0% 0.0040 0.4% 23% False False 21
40 0.9830 0.9340 0.0490 5.1% 0.0035 0.4% 40% False False 19
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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9816
2.618 0.9717
1.618 0.9656
1.000 0.9618
0.618 0.9595
HIGH 0.9557
0.618 0.9534
0.500 0.9527
0.382 0.9519
LOW 0.9496
0.618 0.9458
1.000 0.9435
1.618 0.9397
2.618 0.9336
4.250 0.9237
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 0.9532 0.9576
PP 0.9529 0.9562
S1 0.9527 0.9549

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

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