CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 0.9661 0.9670 0.0009 0.1% 0.9661
High 0.9678 0.9714 0.0036 0.4% 0.9763
Low 0.9622 0.9633 0.0011 0.1% 0.9600
Close 0.9660 0.9664 0.0004 0.0% 0.9700
Range 0.0056 0.0081 0.0025 44.6% 0.0163
ATR 0.0083 0.0083 0.0000 -0.2% 0.0000
Volume 203 91 -112 -55.2% 677
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9913 0.9870 0.9709
R3 0.9832 0.9789 0.9686
R2 0.9751 0.9751 0.9679
R1 0.9708 0.9708 0.9671 0.9689
PP 0.9670 0.9670 0.9670 0.9661
S1 0.9627 0.9627 0.9657 0.9608
S2 0.9589 0.9589 0.9649
S3 0.9508 0.9546 0.9642
S4 0.9427 0.9465 0.9619
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 0.9741 0.9600 0.0141 1.5% 0.0078 0.8% 45% False False 150
10 0.9763 0.9600 0.0163 1.7% 0.0082 0.8% 39% False False 155
20 0.9763 0.9356 0.0407 4.2% 0.0078 0.8% 76% False False 144
40 0.9830 0.9338 0.0492 5.1% 0.0068 0.7% 66% False False 109
60 0.9830 0.9338 0.0492 5.1% 0.0058 0.6% 66% False False 80
80 0.9830 0.9338 0.0492 5.1% 0.0047 0.5% 66% False False 62
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 0.9926
1.618 0.9845
1.000 0.9795
0.618 0.9764
HIGH 0.9714
0.618 0.9683
0.500 0.9674
0.382 0.9664
LOW 0.9633
0.618 0.9583
1.000 0.9552
1.618 0.9502
2.618 0.9421
4.250 0.9289
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 0.9674 0.9682
PP 0.9670 0.9676
S1 0.9667 0.9670

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

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