CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 0.9717 0.9805 0.0088 0.9% 0.9725
High 0.9805 0.9889 0.0084 0.9% 0.9775
Low 0.9696 0.9805 0.0109 1.1% 0.9622
Close 0.9806 0.9864 0.0058 0.6% 0.9776
Range 0.0109 0.0084 -0.0025 -22.9% 0.0153
ATR 0.0086 0.0085 0.0000 -0.1% 0.0000
Volume 285 394 109 38.2% 688
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0105 1.0068 0.9910
R3 1.0021 0.9984 0.9887
R2 0.9937 0.9937 0.9879
R1 0.9900 0.9900 0.9872 0.9919
PP 0.9853 0.9853 0.9853 0.9862
S1 0.9816 0.9816 0.9856 0.9835
S2 0.9769 0.9769 0.9849
S3 0.9685 0.9732 0.9841
S4 0.9601 0.9648 0.9818
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 0.9889 0.9623 0.0266 2.7% 0.0092 0.9% 91% True False 218
10 0.9889 0.9600 0.0289 2.9% 0.0085 0.9% 91% True False 184
20 0.9889 0.9600 0.0289 2.9% 0.0079 0.8% 91% True False 174
40 0.9889 0.9338 0.0551 5.6% 0.0074 0.7% 95% True False 133
60 0.9889 0.9338 0.0551 5.6% 0.0062 0.6% 95% True False 97
80 0.9889 0.9338 0.0551 5.6% 0.0052 0.5% 95% True False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0246
2.618 1.0109
1.618 1.0025
1.000 0.9973
0.618 0.9941
HIGH 0.9889
0.618 0.9857
0.500 0.9847
0.382 0.9837
LOW 0.9805
0.618 0.9753
1.000 0.9721
1.618 0.9669
2.618 0.9585
4.250 0.9448
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 0.9858 0.9840
PP 0.9853 0.9816
S1 0.9847 0.9793

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

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