CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 0.9688 0.9725 0.0037 0.4% 0.9645
High 0.9708 0.9725 0.0017 0.2% 0.9740
Low 0.9680 0.9618 -0.0062 -0.6% 0.9618
Close 0.9693 0.9658 -0.0035 -0.4% 0.9658
Range 0.0028 0.0107 0.0079 282.1% 0.0122
ATR 0.0076 0.0078 0.0002 2.9% 0.0000
Volume 411 44 -367 -89.3% 1,062
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9988 0.9930 0.9717
R3 0.9881 0.9823 0.9687
R2 0.9774 0.9774 0.9678
R1 0.9716 0.9716 0.9668 0.9692
PP 0.9667 0.9667 0.9667 0.9655
S1 0.9609 0.9609 0.9648 0.9585
S2 0.9560 0.9560 0.9638
S3 0.9453 0.9502 0.9629
S4 0.9346 0.9395 0.9599
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0038 0.9970 0.9725
R3 0.9916 0.9848 0.9692
R2 0.9794 0.9794 0.9680
R1 0.9726 0.9726 0.9669 0.9760
PP 0.9672 0.9672 0.9672 0.9689
S1 0.9604 0.9604 0.9647 0.9638
S2 0.9550 0.9550 0.9636
S3 0.9428 0.9482 0.9624
S4 0.9306 0.9360 0.9591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9618 0.0122 1.3% 0.0066 0.7% 33% False True 212
10 0.9740 0.9500 0.0240 2.5% 0.0072 0.7% 66% False False 155
20 0.9740 0.9338 0.0402 4.2% 0.0070 0.7% 80% False False 131
40 0.9830 0.9338 0.0492 5.1% 0.0055 0.6% 65% False False 84
60 0.9830 0.9338 0.0492 5.1% 0.0049 0.5% 65% False False 63
80 0.9830 0.9338 0.0492 5.1% 0.0042 0.4% 65% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0180
2.618 1.0005
1.618 0.9898
1.000 0.9832
0.618 0.9791
HIGH 0.9725
0.618 0.9684
0.500 0.9672
0.382 0.9659
LOW 0.9618
0.618 0.9552
1.000 0.9511
1.618 0.9445
2.618 0.9338
4.250 0.9163
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 0.9672 0.9672
PP 0.9667 0.9667
S1 0.9663 0.9663

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

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