CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 0.9661 0.9668 0.0007 0.1% 0.9645
High 0.9700 0.9743 0.0043 0.4% 0.9740
Low 0.9640 0.9649 0.0009 0.1% 0.9618
Close 0.9679 0.9717 0.0038 0.4% 0.9658
Range 0.0060 0.0094 0.0034 56.7% 0.0122
ATR 0.0077 0.0078 0.0001 1.6% 0.0000
Volume 85 142 57 67.1% 1,062
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9985 0.9945 0.9769
R3 0.9891 0.9851 0.9743
R2 0.9797 0.9797 0.9734
R1 0.9757 0.9757 0.9726 0.9777
PP 0.9703 0.9703 0.9703 0.9713
S1 0.9663 0.9663 0.9708 0.9683
S2 0.9609 0.9609 0.9700
S3 0.9515 0.9569 0.9691
S4 0.9421 0.9475 0.9665
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 0.9743 0.9618 0.0125 1.3% 0.0070 0.7% 79% True False 162
10 0.9743 0.9500 0.0243 2.5% 0.0071 0.7% 89% True False 159
20 0.9743 0.9338 0.0405 4.2% 0.0070 0.7% 94% True False 138
40 0.9830 0.9338 0.0492 5.1% 0.0059 0.6% 77% False False 89
60 0.9830 0.9338 0.0492 5.1% 0.0051 0.5% 77% False False 66
80 0.9830 0.9338 0.0492 5.1% 0.0043 0.4% 77% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0143
2.618 0.9989
1.618 0.9895
1.000 0.9837
0.618 0.9801
HIGH 0.9743
0.618 0.9707
0.500 0.9696
0.382 0.9685
LOW 0.9649
0.618 0.9591
1.000 0.9555
1.618 0.9497
2.618 0.9403
4.250 0.9250
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 0.9710 0.9705
PP 0.9703 0.9693
S1 0.9696 0.9681

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

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