CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 0.9725 0.9661 -0.0064 -0.7% 0.9661
High 0.9741 0.9678 -0.0063 -0.6% 0.9763
Low 0.9675 0.9622 -0.0053 -0.5% 0.9600
Close 0.9708 0.9660 -0.0048 -0.5% 0.9700
Range 0.0066 0.0056 -0.0010 -15.2% 0.0163
ATR 0.0083 0.0083 0.0000 0.3% 0.0000
Volume 133 203 70 52.6% 677
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9821 0.9797 0.9691
R3 0.9765 0.9741 0.9675
R2 0.9709 0.9709 0.9670
R1 0.9685 0.9685 0.9665 0.9669
PP 0.9653 0.9653 0.9653 0.9646
S1 0.9629 0.9629 0.9655 0.9613
S2 0.9597 0.9597 0.9650
S3 0.9541 0.9573 0.9645
S4 0.9485 0.9517 0.9629
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% 0.0090 0.9% 37% False False 157
10 0.9763 0.9600 0.0163 1.7% 0.0080 0.8% 37% False False 159
20 0.9763 0.9338 0.0425 4.4% 0.0076 0.8% 76% False False 143
40 0.9830 0.9338 0.0492 5.1% 0.0066 0.7% 65% False False 107
60 0.9830 0.9338 0.0492 5.1% 0.0057 0.6% 65% False False 78
80 0.9830 0.9338 0.0492 5.1% 0.0046 0.5% 65% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9916
2.618 0.9825
1.618 0.9769
1.000 0.9734
0.618 0.9713
HIGH 0.9678
0.618 0.9657
0.500 0.9650
0.382 0.9643
LOW 0.9622
0.618 0.9587
1.000 0.9566
1.618 0.9531
2.618 0.9475
4.250 0.9384
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 0.9657 0.9682
PP 0.9653 0.9674
S1 0.9650 0.9667

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

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