CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 0.9635 0.9725 0.0090 0.9% 0.9661
High 0.9739 0.9741 0.0002 0.0% 0.9763
Low 0.9627 0.9675 0.0048 0.5% 0.9600
Close 0.9700 0.9708 0.0008 0.1% 0.9700
Range 0.0112 0.0066 -0.0046 -41.1% 0.0163
ATR 0.0084 0.0083 -0.0001 -1.5% 0.0000
Volume 122 133 11 9.0% 677
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9906 0.9873 0.9744
R3 0.9840 0.9807 0.9726
R2 0.9774 0.9774 0.9720
R1 0.9741 0.9741 0.9714 0.9725
PP 0.9708 0.9708 0.9708 0.9700
S1 0.9675 0.9675 0.9702 0.9659
S2 0.9642 0.9642 0.9696
S3 0.9576 0.9609 0.9690
S4 0.9510 0.9543 0.9672
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0177 1.0101 0.9790
R3 1.0014 0.9938 0.9745
R2 0.9851 0.9851 0.9730
R1 0.9775 0.9775 0.9715 0.9813
PP 0.9688 0.9688 0.9688 0.9707
S1 0.9612 0.9612 0.9685 0.9650
S2 0.9525 0.9525 0.9670
S3 0.9362 0.9449 0.9655
S4 0.9199 0.9286 0.9610
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% 0.0098 1.0% 66% False False 145
10 0.9763 0.9600 0.0163 1.7% 0.0081 0.8% 66% False False 171
20 0.9763 0.9338 0.0425 4.4% 0.0076 0.8% 87% False False 137
40 0.9830 0.9338 0.0492 5.1% 0.0065 0.7% 75% False False 102
60 0.9830 0.9338 0.0492 5.1% 0.0056 0.6% 75% False False 75
80 0.9830 0.9338 0.0492 5.1% 0.0046 0.5% 75% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9914
1.618 0.9848
1.000 0.9807
0.618 0.9782
HIGH 0.9741
0.618 0.9716
0.500 0.9708
0.382 0.9700
LOW 0.9675
0.618 0.9634
1.000 0.9609
1.618 0.9568
2.618 0.9502
4.250 0.9395
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 0.9708 0.9696
PP 0.9708 0.9683
S1 0.9708 0.9671

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

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