CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 0.9672 0.9767 0.0095 1.0% 0.9725
High 0.9775 0.9780 0.0005 0.1% 0.9775
Low 0.9672 0.9725 0.0053 0.5% 0.9622
Close 0.9776 0.9741 -0.0035 -0.4% 0.9776
Range 0.0103 0.0055 -0.0048 -46.6% 0.0153
ATR 0.0086 0.0084 -0.0002 -2.6% 0.0000
Volume 164 154 -10 -6.1% 688
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9914 0.9882 0.9771
R3 0.9859 0.9827 0.9756
R2 0.9804 0.9804 0.9751
R1 0.9772 0.9772 0.9746 0.9761
PP 0.9749 0.9749 0.9749 0.9743
S1 0.9717 0.9717 0.9736 0.9706
S2 0.9694 0.9694 0.9731
S3 0.9639 0.9662 0.9726
S4 0.9584 0.9607 0.9711
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0183 1.0133 0.9860
R3 1.0030 0.9980 0.9818
R2 0.9877 0.9877 0.9804
R1 0.9827 0.9827 0.9790 0.9852
PP 0.9724 0.9724 0.9724 0.9737
S1 0.9674 0.9674 0.9762 0.9699
S2 0.9571 0.9571 0.9748
S3 0.9418 0.9521 0.9734
S4 0.9265 0.9368 0.9692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9780 0.9622 0.0158 1.6% 0.0081 0.8% 75% True False 141
10 0.9780 0.9600 0.0180 1.8% 0.0089 0.9% 78% True False 143
20 0.9780 0.9500 0.0280 2.9% 0.0080 0.8% 86% True False 150
40 0.9780 0.9338 0.0442 4.5% 0.0071 0.7% 91% True False 117
60 0.9830 0.9338 0.0492 5.1% 0.0061 0.6% 82% False False 86
80 0.9830 0.9338 0.0492 5.1% 0.0051 0.5% 82% False False 67
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 0.0016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9924
1.618 0.9869
1.000 0.9835
0.618 0.9814
HIGH 0.9780
0.618 0.9759
0.500 0.9753
0.382 0.9746
LOW 0.9725
0.618 0.9691
1.000 0.9670
1.618 0.9636
2.618 0.9581
4.250 0.9491
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 0.9753 0.9728
PP 0.9749 0.9715
S1 0.9745 0.9702

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

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