CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 0.9575 0.9505 -0.0070 -0.7% 0.9533
High 0.9596 0.9505 -0.0091 -0.9% 0.9686
Low 0.9480 0.9473 -0.0007 -0.1% 0.9480
Close 0.9500 0.9476 -0.0024 -0.3% 0.9500
Range 0.0116 0.0032 -0.0084 -72.4% 0.0206
ATR 0.0075 0.0072 -0.0003 -4.1% 0.0000
Volume 27 59 32 118.5% 143
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9581 0.9560 0.9494
R3 0.9549 0.9528 0.9485
R2 0.9517 0.9517 0.9482
R1 0.9496 0.9496 0.9479 0.9491
PP 0.9485 0.9485 0.9485 0.9482
S1 0.9464 0.9464 0.9473 0.9459
S2 0.9453 0.9453 0.9470
S3 0.9421 0.9432 0.9467
S4 0.9389 0.9400 0.9458
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0173 1.0043 0.9613
R3 0.9967 0.9837 0.9557
R2 0.9761 0.9761 0.9538
R1 0.9631 0.9631 0.9519 0.9593
PP 0.9555 0.9555 0.9555 0.9537
S1 0.9425 0.9425 0.9481 0.9387
S2 0.9349 0.9349 0.9462
S3 0.9143 0.9219 0.9443
S4 0.8937 0.9013 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9686 0.9473 0.0213 2.2% 0.0060 0.6% 1% False True 34
10 0.9686 0.9473 0.0213 2.2% 0.0061 0.6% 1% False True 61
20 0.9830 0.9473 0.0357 3.8% 0.0048 0.5% 1% False True 41
40 0.9830 0.9340 0.0490 5.2% 0.0042 0.4% 28% False False 31
60 0.9830 0.9340 0.0490 5.2% 0.0034 0.4% 28% False False 25
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 False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9641
2.618 0.9589
1.618 0.9557
1.000 0.9537
0.618 0.9525
HIGH 0.9505
0.618 0.9493
0.500 0.9489
0.382 0.9485
LOW 0.9473
0.618 0.9453
1.000 0.9441
1.618 0.9421
2.618 0.9389
4.250 0.9337
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 0.9489 0.9580
PP 0.9485 0.9545
S1 0.9480 0.9511

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

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