CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 0.9641 0.9637 -0.0004 0.0% 0.9585
High 0.9659 0.9675 0.0016 0.2% 0.9675
Low 0.9624 0.9600 -0.0024 -0.2% 0.9500
Close 0.9636 0.9615 -0.0021 -0.2% 0.9615
Range 0.0035 0.0075 0.0040 114.3% 0.0175
ATR 0.0082 0.0082 -0.0001 -0.6% 0.0000
Volume 107 128 21 19.6% 435
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9855 0.9810 0.9656
R3 0.9780 0.9735 0.9636
R2 0.9705 0.9705 0.9629
R1 0.9660 0.9660 0.9622 0.9645
PP 0.9630 0.9630 0.9630 0.9623
S1 0.9585 0.9585 0.9608 0.9570
S2 0.9555 0.9555 0.9601
S3 0.9480 0.9510 0.9594
S4 0.9405 0.9435 0.9574
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0122 1.0043 0.9711
R3 0.9947 0.9868 0.9663
R2 0.9772 0.9772 0.9647
R1 0.9693 0.9693 0.9631 0.9733
PP 0.9597 0.9597 0.9597 0.9616
S1 0.9518 0.9518 0.9599 0.9558
S2 0.9422 0.9422 0.9583
S3 0.9247 0.9343 0.9567
S4 0.9072 0.9168 0.9519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9675 0.9500 0.0175 1.8% 0.0078 0.8% 66% True False 98
10 0.9675 0.9338 0.0337 3.5% 0.0075 0.8% 82% True False 92
20 0.9686 0.9338 0.0348 3.6% 0.0063 0.7% 80% False False 98
40 0.9830 0.9338 0.0492 5.1% 0.0052 0.5% 56% False False 60
60 0.9830 0.9338 0.0492 5.1% 0.0045 0.5% 56% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9871
1.618 0.9796
1.000 0.9750
0.618 0.9721
HIGH 0.9675
0.618 0.9646
0.500 0.9638
0.382 0.9629
LOW 0.9600
0.618 0.9554
1.000 0.9525
1.618 0.9479
2.618 0.9404
4.250 0.9281
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 0.9638 0.9606
PP 0.9630 0.9597
S1 0.9623 0.9588

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

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