CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 0.9745 0.9668 -0.0077 -0.8% 0.9645
High 0.9763 0.9675 -0.0088 -0.9% 0.9740
Low 0.9622 0.9600 -0.0022 -0.2% 0.9618
Close 0.9663 0.9648 -0.0015 -0.2% 0.9658
Range 0.0141 0.0075 -0.0066 -46.8% 0.0122
ATR 0.0082 0.0082 -0.0001 -0.6% 0.0000
Volume 124 204 80 64.5% 1,062
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9866 0.9832 0.9689
R3 0.9791 0.9757 0.9669
R2 0.9716 0.9716 0.9662
R1 0.9682 0.9682 0.9655 0.9662
PP 0.9641 0.9641 0.9641 0.9631
S1 0.9607 0.9607 0.9641 0.9587
S2 0.9566 0.9566 0.9634
S3 0.9491 0.9532 0.9627
S4 0.9416 0.9457 0.9607
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 0.9600 0.0163 1.7% 0.0095 1.0% 29% False True 119
10 0.9763 0.9600 0.0163 1.7% 0.0078 0.8% 29% False True 174
20 0.9763 0.9338 0.0425 4.4% 0.0074 0.8% 73% False False 129
40 0.9830 0.9338 0.0492 5.1% 0.0061 0.6% 63% False False 97
60 0.9830 0.9338 0.0492 5.1% 0.0054 0.6% 63% False False 71
80 0.9830 0.9338 0.0492 5.1% 0.0046 0.5% 63% False False 57
Crabel Price Patterns
NR True
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9871
1.618 0.9796
1.000 0.9750
0.618 0.9721
HIGH 0.9675
0.618 0.9646
0.500 0.9638
0.382 0.9629
LOW 0.9600
0.618 0.9554
1.000 0.9525
1.618 0.9479
2.618 0.9404
4.250 0.9281
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 0.9645 0.9682
PP 0.9641 0.9670
S1 0.9638 0.9659

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

View Archives - Comment on this page... - Back to Index of Symbols