CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 0.9533 0.9641 0.0108 1.1% 0.9682
High 0.9533 0.9659 0.0126 1.3% 0.9701
Low 0.9533 0.9632 0.0099 1.0% 0.9496
Close 0.9533 0.9645 0.0112 1.2% 0.9554
Range 0.0000 0.0027 0.0027 0.0205
ATR 0.0066 0.0071 0.0004 6.4% 0.0000
Volume 28 1 -27 -96.4% 429
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9726 0.9713 0.9660
R3 0.9699 0.9686 0.9652
R2 0.9672 0.9672 0.9650
R1 0.9659 0.9659 0.9647 0.9666
PP 0.9645 0.9645 0.9645 0.9649
S1 0.9632 0.9632 0.9643 0.9639
S2 0.9618 0.9618 0.9640
S3 0.9591 0.9605 0.9638
S4 0.9564 0.9578 0.9630
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 0.9659 0.9496 0.0163 1.7% 0.0055 0.6% 91% True False 86
10 0.9830 0.9496 0.0334 3.5% 0.0051 0.5% 45% False False 55
20 0.9830 0.9496 0.0334 3.5% 0.0041 0.4% 45% False False 34
40 0.9830 0.9340 0.0490 5.1% 0.0037 0.4% 62% False False 27
60 0.9830 0.9294 0.0536 5.6% 0.0031 0.3% 65% False False 22
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9774
2.618 0.9730
1.618 0.9703
1.000 0.9686
0.618 0.9676
HIGH 0.9659
0.618 0.9649
0.500 0.9646
0.382 0.9642
LOW 0.9632
0.618 0.9615
1.000 0.9605
1.618 0.9588
2.618 0.9561
4.250 0.9517
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 0.9646 0.9629
PP 0.9645 0.9612
S1 0.9645 0.9596

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

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