CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 0.9691 0.9688 -0.0003 0.0% 0.9585
High 0.9711 0.9708 -0.0003 0.0% 0.9675
Low 0.9650 0.9680 0.0030 0.3% 0.9500
Close 0.9692 0.9693 0.0001 0.0% 0.9615
Range 0.0061 0.0028 -0.0033 -54.1% 0.0175
ATR 0.0079 0.0076 -0.0004 -4.6% 0.0000
Volume 129 411 282 218.6% 435
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9778 0.9763 0.9708
R3 0.9750 0.9735 0.9701
R2 0.9722 0.9722 0.9698
R1 0.9707 0.9707 0.9696 0.9715
PP 0.9694 0.9694 0.9694 0.9697
S1 0.9679 0.9679 0.9690 0.9687
S2 0.9666 0.9666 0.9688
S3 0.9638 0.9651 0.9685
S4 0.9610 0.9623 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 0.9600 0.0140 1.4% 0.0060 0.6% 66% False False 229
10 0.9740 0.9460 0.0280 2.9% 0.0064 0.7% 83% False False 158
20 0.9740 0.9338 0.0402 4.1% 0.0070 0.7% 88% False False 129
40 0.9830 0.9338 0.0492 5.1% 0.0053 0.5% 72% False False 83
60 0.9830 0.9338 0.0492 5.1% 0.0048 0.5% 72% False False 62
80 0.9830 0.9294 0.0536 5.5% 0.0040 0.4% 74% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9781
1.618 0.9753
1.000 0.9736
0.618 0.9725
HIGH 0.9708
0.618 0.9697
0.500 0.9694
0.382 0.9691
LOW 0.9680
0.618 0.9663
1.000 0.9652
1.618 0.9635
2.618 0.9607
4.250 0.9561
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 0.9694 0.9695
PP 0.9694 0.9694
S1 0.9693 0.9694

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

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