CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 0.9637 0.9645 0.0008 0.1% 0.9585
High 0.9675 0.9693 0.0018 0.2% 0.9675
Low 0.9600 0.9625 0.0025 0.3% 0.9500
Close 0.9615 0.9693 0.0078 0.8% 0.9615
Range 0.0075 0.0068 -0.0007 -9.3% 0.0175
ATR 0.0082 0.0082 0.0000 -0.3% 0.0000
Volume 128 159 31 24.2% 435
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9874 0.9852 0.9730
R3 0.9806 0.9784 0.9712
R2 0.9738 0.9738 0.9705
R1 0.9716 0.9716 0.9699 0.9727
PP 0.9670 0.9670 0.9670 0.9676
S1 0.9648 0.9648 0.9687 0.9659
S2 0.9602 0.9602 0.9681
S3 0.9534 0.9580 0.9674
S4 0.9466 0.9512 0.9656
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 0.9693 0.9500 0.0193 2.0% 0.0078 0.8% 100% True False 118
10 0.9693 0.9338 0.0355 3.7% 0.0072 0.7% 100% True False 104
20 0.9693 0.9338 0.0355 3.7% 0.0064 0.7% 100% True False 91
40 0.9830 0.9338 0.0492 5.1% 0.0053 0.5% 72% False False 63
60 0.9830 0.9338 0.0492 5.1% 0.0046 0.5% 72% False False 48
80 0.9830 0.9294 0.0536 5.5% 0.0041 0.4% 74% False False 40
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9982
2.618 0.9871
1.618 0.9803
1.000 0.9761
0.618 0.9735
HIGH 0.9693
0.618 0.9667
0.500 0.9659
0.382 0.9651
LOW 0.9625
0.618 0.9583
1.000 0.9557
1.618 0.9515
2.618 0.9447
4.250 0.9336
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 0.9682 0.9678
PP 0.9670 0.9662
S1 0.9659 0.9647

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

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