CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 0.9857 0.9794 -0.0063 -0.6% 0.9767
High 0.9873 0.9860 -0.0013 -0.1% 0.9889
Low 0.9766 0.9747 -0.0019 -0.2% 0.9696
Close 0.9779 0.9831 0.0052 0.5% 0.9831
Range 0.0107 0.0113 0.0006 5.6% 0.0193
ATR 0.0087 0.0089 0.0002 2.1% 0.0000
Volume 211 126 -85 -40.3% 1,170
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0152 1.0104 0.9893
R3 1.0039 0.9991 0.9862
R2 0.9926 0.9926 0.9852
R1 0.9878 0.9878 0.9841 0.9902
PP 0.9813 0.9813 0.9813 0.9825
S1 0.9765 0.9765 0.9821 0.9789
S2 0.9700 0.9700 0.9810
S3 0.9587 0.9652 0.9800
S4 0.9474 0.9539 0.9769
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0384 1.0301 0.9937
R3 1.0191 1.0108 0.9884
R2 0.9998 0.9998 0.9866
R1 0.9915 0.9915 0.9849 0.9957
PP 0.9805 0.9805 0.9805 0.9826
S1 0.9722 0.9722 0.9813 0.9764
S2 0.9612 0.9612 0.9796
S3 0.9419 0.9529 0.9778
S4 0.9226 0.9336 0.9725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9889 0.9696 0.0193 2.0% 0.0094 1.0% 70% False False 234
10 0.9889 0.9622 0.0267 2.7% 0.0088 0.9% 78% False False 185
20 0.9889 0.9600 0.0289 2.9% 0.0085 0.9% 80% False False 179
40 0.9889 0.9338 0.0551 5.6% 0.0074 0.8% 89% False False 139
60 0.9889 0.9338 0.0551 5.6% 0.0063 0.6% 89% False False 100
80 0.9889 0.9338 0.0551 5.6% 0.0055 0.6% 89% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0340
2.618 1.0156
1.618 1.0043
1.000 0.9973
0.618 0.9930
HIGH 0.9860
0.618 0.9817
0.500 0.9804
0.382 0.9790
LOW 0.9747
0.618 0.9677
1.000 0.9634
1.618 0.9564
2.618 0.9451
4.250 0.9267
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 0.9822 0.9827
PP 0.9813 0.9822
S1 0.9804 0.9818

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

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