CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 0.9668 0.9745 0.0077 0.8% 0.9645
High 0.9743 0.9763 0.0020 0.2% 0.9740
Low 0.9649 0.9622 -0.0027 -0.3% 0.9618
Close 0.9717 0.9663 -0.0054 -0.6% 0.9658
Range 0.0094 0.0141 0.0047 50.0% 0.0122
ATR 0.0078 0.0082 0.0005 5.8% 0.0000
Volume 142 124 -18 -12.7% 1,062
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0106 1.0025 0.9741
R3 0.9965 0.9884 0.9702
R2 0.9824 0.9824 0.9689
R1 0.9743 0.9743 0.9676 0.9713
PP 0.9683 0.9683 0.9683 0.9668
S1 0.9602 0.9602 0.9650 0.9572
S2 0.9542 0.9542 0.9637
S3 0.9401 0.9461 0.9624
S4 0.9260 0.9320 0.9585
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 0.9763 0.9618 0.0145 1.5% 0.0086 0.9% 31% True False 161
10 0.9763 0.9600 0.0163 1.7% 0.0074 0.8% 39% True False 164
20 0.9763 0.9338 0.0425 4.4% 0.0072 0.7% 76% True False 124
40 0.9830 0.9338 0.0492 5.1% 0.0061 0.6% 66% False False 92
60 0.9830 0.9338 0.0492 5.1% 0.0054 0.6% 66% False False 68
80 0.9830 0.9338 0.0492 5.1% 0.0045 0.5% 66% False False 54
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 0.0017
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0362
2.618 1.0132
1.618 0.9991
1.000 0.9904
0.618 0.9850
HIGH 0.9763
0.618 0.9709
0.500 0.9693
0.382 0.9676
LOW 0.9622
0.618 0.9535
1.000 0.9481
1.618 0.9394
2.618 0.9253
4.250 0.9023
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 0.9693 0.9693
PP 0.9683 0.9683
S1 0.9673 0.9673

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

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