CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 0.9500 0.9641 0.0141 1.5% 0.9506
High 0.9618 0.9659 0.0041 0.4% 0.9590
Low 0.9500 0.9624 0.0124 1.3% 0.9338
Close 0.9606 0.9636 0.0030 0.3% 0.9586
Range 0.0118 0.0035 -0.0083 -70.3% 0.0252
ATR 0.0085 0.0082 -0.0002 -2.7% 0.0000
Volume 70 107 37 52.9% 452
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9745 0.9725 0.9655
R3 0.9710 0.9690 0.9646
R2 0.9675 0.9675 0.9642
R1 0.9655 0.9655 0.9639 0.9648
PP 0.9640 0.9640 0.9640 0.9636
S1 0.9620 0.9620 0.9633 0.9613
S2 0.9605 0.9605 0.9630
S3 0.9570 0.9585 0.9626
S4 0.9535 0.9550 0.9617
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 0.9659 0.9460 0.0199 2.1% 0.0067 0.7% 88% True False 87
10 0.9659 0.9338 0.0321 3.3% 0.0071 0.7% 93% True False 83
20 0.9686 0.9338 0.0348 3.6% 0.0062 0.6% 86% False False 95
40 0.9830 0.9338 0.0492 5.1% 0.0053 0.5% 61% False False 57
60 0.9830 0.9338 0.0492 5.1% 0.0044 0.5% 61% False False 44
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9808
2.618 0.9751
1.618 0.9716
1.000 0.9694
0.618 0.9681
HIGH 0.9659
0.618 0.9646
0.500 0.9642
0.382 0.9637
LOW 0.9624
0.618 0.9602
1.000 0.9589
1.618 0.9567
2.618 0.9532
4.250 0.9475
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 0.9642 0.9617
PP 0.9640 0.9598
S1 0.9638 0.9580

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

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