CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 0.9645 0.9680 0.0035 0.4% 0.9585
High 0.9693 0.9740 0.0047 0.5% 0.9675
Low 0.9625 0.9672 0.0047 0.5% 0.9500
Close 0.9693 0.9715 0.0022 0.2% 0.9615
Range 0.0068 0.0068 0.0000 0.0% 0.0175
ATR 0.0082 0.0081 -0.0001 -1.2% 0.0000
Volume 159 319 160 100.6% 435
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9913 0.9882 0.9752
R3 0.9845 0.9814 0.9734
R2 0.9777 0.9777 0.9727
R1 0.9746 0.9746 0.9721 0.9762
PP 0.9709 0.9709 0.9709 0.9717
S1 0.9678 0.9678 0.9709 0.9694
S2 0.9641 0.9641 0.9703
S3 0.9573 0.9610 0.9696
S4 0.9505 0.9542 0.9678
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 0.9740 0.9500 0.0240 2.5% 0.0073 0.7% 90% True False 156
10 0.9740 0.9338 0.0402 4.1% 0.0072 0.7% 94% True False 128
20 0.9740 0.9338 0.0402 4.1% 0.0068 0.7% 94% True False 106
40 0.9830 0.9338 0.0492 5.1% 0.0055 0.6% 77% False False 70
60 0.9830 0.9338 0.0492 5.1% 0.0047 0.5% 77% False False 53
80 0.9830 0.9294 0.0536 5.5% 0.0041 0.4% 79% False False 44
Crabel Price Patterns
NR False
NR4 False
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 0.0010
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9918
1.618 0.9850
1.000 0.9808
0.618 0.9782
HIGH 0.9740
0.618 0.9714
0.500 0.9706
0.382 0.9698
LOW 0.9672
0.618 0.9630
1.000 0.9604
1.618 0.9562
2.618 0.9494
4.250 0.9383
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 0.9712 0.9700
PP 0.9709 0.9685
S1 0.9706 0.9670

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

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