CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 0.9560 0.9533 -0.0027 -0.3% 0.9682
High 0.9605 0.9533 -0.0072 -0.7% 0.9701
Low 0.9560 0.9533 -0.0027 -0.3% 0.9496
Close 0.9554 0.9533 -0.0021 -0.2% 0.9554
Range 0.0045 0.0000 -0.0045 -100.0% 0.0205
ATR 0.0070 0.0066 -0.0003 -5.0% 0.0000
Volume 297 28 -269 -90.6% 429
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9533 0.9533 0.9533
R3 0.9533 0.9533 0.9533
R2 0.9533 0.9533 0.9533
R1 0.9533 0.9533 0.9533 0.9533
PP 0.9533 0.9533 0.9533 0.9533
S1 0.9533 0.9533 0.9533 0.9533
S2 0.9533 0.9533 0.9533
S3 0.9533 0.9533 0.9533
S4 0.9533 0.9533 0.9533
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0199 1.0081 0.9667
R3 0.9994 0.9876 0.9610
R2 0.9789 0.9789 0.9592
R1 0.9671 0.9671 0.9573 0.9628
PP 0.9584 0.9584 0.9584 0.9562
S1 0.9466 0.9466 0.9535 0.9423
S2 0.9379 0.9379 0.9516
S3 0.9174 0.9261 0.9498
S4 0.8969 0.9056 0.9441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9655 0.9496 0.0159 1.7% 0.0063 0.7% 23% False False 87
10 0.9830 0.9496 0.0334 3.5% 0.0049 0.5% 11% False False 56
20 0.9830 0.9445 0.0385 4.0% 0.0042 0.4% 23% False False 34
40 0.9830 0.9340 0.0490 5.1% 0.0037 0.4% 39% False False 27
60 0.9830 0.9294 0.0536 5.6% 0.0032 0.3% 45% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9533
1.618 0.9533
1.000 0.9533
0.618 0.9533
HIGH 0.9533
0.618 0.9533
0.500 0.9533
0.382 0.9533
LOW 0.9533
0.618 0.9533
1.000 0.9533
1.618 0.9533
2.618 0.9533
4.250 0.9533
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 0.9533 0.9551
PP 0.9533 0.9545
S1 0.9533 0.9539

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

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