CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 0.9375 0.9356 -0.0019 -0.2% 0.9505
High 0.9375 0.9486 0.0111 1.2% 0.9505
Low 0.9338 0.9356 0.0018 0.2% 0.9349
Close 0.9338 0.9470 0.0132 1.4% 0.9469
Range 0.0037 0.0130 0.0093 251.4% 0.0156
ATR 0.0075 0.0080 0.0005 6.9% 0.0000
Volume 71 167 96 135.2% 650
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9827 0.9779 0.9542
R3 0.9697 0.9649 0.9506
R2 0.9567 0.9567 0.9494
R1 0.9519 0.9519 0.9482 0.9543
PP 0.9437 0.9437 0.9437 0.9450
S1 0.9389 0.9389 0.9458 0.9413
S2 0.9307 0.9307 0.9446
S3 0.9177 0.9259 0.9434
S4 0.9047 0.9129 0.9399
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% 0.0074 0.8% 79% False False 79
10 0.9686 0.9338 0.0348 3.7% 0.0077 0.8% 38% False False 100
20 0.9830 0.9338 0.0492 5.2% 0.0063 0.7% 27% False False 81
40 0.9830 0.9338 0.0492 5.2% 0.0051 0.5% 27% False False 51
60 0.9830 0.9338 0.0492 5.2% 0.0039 0.4% 27% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0039
2.618 0.9826
1.618 0.9696
1.000 0.9616
0.618 0.9566
HIGH 0.9486
0.618 0.9436
0.500 0.9421
0.382 0.9406
LOW 0.9356
0.618 0.9276
1.000 0.9226
1.618 0.9146
2.618 0.9016
4.250 0.8804
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 0.9454 0.9454
PP 0.9437 0.9438
S1 0.9421 0.9422

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

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