CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 0.9460 0.9525 0.0065 0.7% 0.9506
High 0.9483 0.9590 0.0107 1.1% 0.9590
Low 0.9460 0.9525 0.0065 0.7% 0.9338
Close 0.9448 0.9586 0.0138 1.5% 0.9586
Range 0.0023 0.0065 0.0042 182.6% 0.0252
ATR 0.0076 0.0081 0.0005 6.2% 0.0000
Volume 75 55 -20 -26.7% 452
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9762 0.9739 0.9622
R3 0.9697 0.9674 0.9604
R2 0.9632 0.9632 0.9598
R1 0.9609 0.9609 0.9592 0.9621
PP 0.9567 0.9567 0.9567 0.9573
S1 0.9544 0.9544 0.9580 0.9556
S2 0.9502 0.9502 0.9574
S3 0.9437 0.9479 0.9568
S4 0.9372 0.9414 0.9550
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0261 1.0175 0.9725
R3 1.0009 0.9923 0.9655
R2 0.9757 0.9757 0.9632
R1 0.9671 0.9671 0.9609 0.9714
PP 0.9505 0.9505 0.9505 0.9526
S1 0.9419 0.9419 0.9563 0.9462
S2 0.9253 0.9253 0.9540
S3 0.9001 0.9167 0.9517
S4 0.8749 0.8915 0.9447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9590 0.9338 0.0252 2.6% 0.0065 0.7% 98% True False 90
10 0.9590 0.9338 0.0252 2.6% 0.0063 0.7% 98% True False 110
20 0.9701 0.9338 0.0363 3.8% 0.0061 0.6% 68% False False 83
40 0.9830 0.9338 0.0492 5.1% 0.0051 0.5% 50% False False 54
60 0.9830 0.9338 0.0492 5.1% 0.0041 0.4% 50% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9866
2.618 0.9760
1.618 0.9695
1.000 0.9655
0.618 0.9630
HIGH 0.9590
0.618 0.9565
0.500 0.9558
0.382 0.9550
LOW 0.9525
0.618 0.9485
1.000 0.9460
1.618 0.9420
2.618 0.9355
4.250 0.9249
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 0.9577 0.9548
PP 0.9567 0.9511
S1 0.9558 0.9473

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

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