CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 0.9680 0.9637 -0.0043 -0.4% 0.9682
High 0.9680 0.9686 0.0006 0.1% 0.9701
Low 0.9675 0.9568 -0.0107 -1.1% 0.9496
Close 0.9691 0.9579 -0.0112 -1.2% 0.9554
Range 0.0005 0.0118 0.0113 2,260.0% 0.0205
ATR 0.0068 0.0072 0.0004 5.7% 0.0000
Volume 81 6 -75 -92.6% 429
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9965 0.9890 0.9644
R3 0.9847 0.9772 0.9611
R2 0.9729 0.9729 0.9601
R1 0.9654 0.9654 0.9590 0.9633
PP 0.9611 0.9611 0.9611 0.9600
S1 0.9536 0.9536 0.9568 0.9515
S2 0.9493 0.9493 0.9557
S3 0.9375 0.9418 0.9547
S4 0.9257 0.9300 0.9514
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 0.9686 0.9533 0.0153 1.6% 0.0039 0.4% 30% True False 82
10 0.9754 0.9496 0.0258 2.7% 0.0056 0.6% 32% False False 61
20 0.9830 0.9496 0.0334 3.5% 0.0040 0.4% 25% False False 37
40 0.9830 0.9340 0.0490 5.1% 0.0038 0.4% 49% False False 29
60 0.9830 0.9340 0.0490 5.1% 0.0032 0.3% 49% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0188
2.618 0.9995
1.618 0.9877
1.000 0.9804
0.618 0.9759
HIGH 0.9686
0.618 0.9641
0.500 0.9627
0.382 0.9613
LOW 0.9568
0.618 0.9495
1.000 0.9450
1.618 0.9377
2.618 0.9259
4.250 0.9067
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 0.9627 0.9627
PP 0.9611 0.9611
S1 0.9595 0.9595

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

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