CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 0.9506 0.9375 -0.0131 -1.4% 0.9505
High 0.9506 0.9375 -0.0131 -1.4% 0.9505
Low 0.9436 0.9338 -0.0098 -1.0% 0.9349
Close 0.9411 0.9338 -0.0073 -0.8% 0.9469
Range 0.0070 0.0037 -0.0033 -47.1% 0.0156
ATR 0.0075 0.0075 0.0000 -0.2% 0.0000
Volume 84 71 -13 -15.5% 650
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9461 0.9437 0.9358
R3 0.9424 0.9400 0.9348
R2 0.9387 0.9387 0.9345
R1 0.9363 0.9363 0.9341 0.9357
PP 0.9350 0.9350 0.9350 0.9347
S1 0.9326 0.9326 0.9335 0.9320
S2 0.9313 0.9313 0.9331
S3 0.9276 0.9289 0.9328
S4 0.9239 0.9252 0.9318
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9909 0.9845 0.9555
R3 0.9753 0.9689 0.9512
R2 0.9597 0.9597 0.9498
R1 0.9533 0.9533 0.9483 0.9487
PP 0.9441 0.9441 0.9441 0.9418
S1 0.9377 0.9377 0.9455 0.9331
S2 0.9285 0.9285 0.9440
S3 0.9129 0.9221 0.9426
S4 0.8973 0.9065 0.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9506 0.9338 0.0168 1.8% 0.0056 0.6% 0% False True 69
10 0.9686 0.9338 0.0348 3.7% 0.0065 0.7% 0% False True 91
20 0.9830 0.9338 0.0492 5.3% 0.0058 0.6% 0% False True 73
40 0.9830 0.9338 0.0492 5.3% 0.0048 0.5% 0% False True 47
60 0.9830 0.9338 0.0492 5.3% 0.0037 0.4% 0% False True 35
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9472
1.618 0.9435
1.000 0.9412
0.618 0.9398
HIGH 0.9375
0.618 0.9361
0.500 0.9357
0.382 0.9352
LOW 0.9338
0.618 0.9315
1.000 0.9301
1.618 0.9278
2.618 0.9241
4.250 0.9181
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 0.9357 0.9422
PP 0.9350 0.9394
S1 0.9344 0.9366

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

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