CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 0.9447 0.9393 -0.0054 -0.6% 0.9533
High 0.9447 0.9393 -0.0054 -0.6% 0.9686
Low 0.9349 0.9355 0.0006 0.1% 0.9480
Close 0.9401 0.9399 -0.0002 0.0% 0.9500
Range 0.0098 0.0038 -0.0060 -61.2% 0.0206
ATR 0.0076 0.0074 -0.0002 -2.8% 0.0000
Volume 400 115 -285 -71.3% 143
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9496 0.9486 0.9420
R3 0.9458 0.9448 0.9409
R2 0.9420 0.9420 0.9406
R1 0.9410 0.9410 0.9402 0.9415
PP 0.9382 0.9382 0.9382 0.9385
S1 0.9372 0.9372 0.9396 0.9377
S2 0.9344 0.9344 0.9392
S3 0.9306 0.9334 0.9389
S4 0.9268 0.9296 0.9378
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 0.9349 0.0337 3.6% 0.0080 0.9% 15% False False 121
10 0.9686 0.9349 0.0337 3.6% 0.0054 0.6% 15% False False 107
20 0.9830 0.9349 0.0481 5.1% 0.0049 0.5% 10% False False 65
40 0.9830 0.9340 0.0490 5.2% 0.0044 0.5% 12% False False 43
60 0.9830 0.9340 0.0490 5.2% 0.0036 0.4% 12% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9492
1.618 0.9454
1.000 0.9431
0.618 0.9416
HIGH 0.9393
0.618 0.9378
0.500 0.9374
0.382 0.9370
LOW 0.9355
0.618 0.9332
1.000 0.9317
1.618 0.9294
2.618 0.9256
4.250 0.9194
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 0.9391 0.9427
PP 0.9382 0.9418
S1 0.9374 0.9408

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

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