CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 0.9767 0.9717 -0.0050 -0.5% 0.9725
High 0.9780 0.9805 0.0025 0.3% 0.9775
Low 0.9725 0.9696 -0.0029 -0.3% 0.9622
Close 0.9741 0.9806 0.0065 0.7% 0.9776
Range 0.0055 0.0109 0.0054 98.2% 0.0153
ATR 0.0084 0.0086 0.0002 2.2% 0.0000
Volume 154 285 131 85.1% 688
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0096 1.0060 0.9866
R3 0.9987 0.9951 0.9836
R2 0.9878 0.9878 0.9826
R1 0.9842 0.9842 0.9816 0.9860
PP 0.9769 0.9769 0.9769 0.9778
S1 0.9733 0.9733 0.9796 0.9751
S2 0.9660 0.9660 0.9786
S3 0.9551 0.9624 0.9776
S4 0.9442 0.9515 0.9746
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 0.9805 0.9623 0.0182 1.9% 0.0091 0.9% 101% True False 158
10 0.9805 0.9600 0.0205 2.1% 0.0091 0.9% 100% True False 157
20 0.9805 0.9500 0.0305 3.1% 0.0081 0.8% 100% True False 158
40 0.9805 0.9338 0.0467 4.8% 0.0073 0.7% 100% True False 123
60 0.9830 0.9338 0.0492 5.0% 0.0062 0.6% 95% False False 91
80 0.9830 0.9338 0.0492 5.0% 0.0052 0.5% 95% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0090
1.618 0.9981
1.000 0.9914
0.618 0.9872
HIGH 0.9805
0.618 0.9763
0.500 0.9751
0.382 0.9738
LOW 0.9696
0.618 0.9629
1.000 0.9587
1.618 0.9520
2.618 0.9411
4.250 0.9233
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 0.9788 0.9784
PP 0.9769 0.9761
S1 0.9751 0.9739

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

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