CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 0.9819 0.9880 0.0061 0.6% 0.9767
High 0.9875 0.9950 0.0075 0.8% 0.9889
Low 0.9797 0.9880 0.0083 0.8% 0.9696
Close 0.9856 0.9924 0.0068 0.7% 0.9831
Range 0.0078 0.0070 -0.0008 -10.3% 0.0193
ATR 0.0086 0.0086 0.0001 0.7% 0.0000
Volume 79 200 121 153.2% 1,170
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0128 1.0096 0.9963
R3 1.0058 1.0026 0.9943
R2 0.9988 0.9988 0.9937
R1 0.9956 0.9956 0.9930 0.9972
PP 0.9918 0.9918 0.9918 0.9926
S1 0.9886 0.9886 0.9918 0.9902
S2 0.9848 0.9848 0.9911
S3 0.9778 0.9816 0.9905
S4 0.9708 0.9746 0.9886
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 0.9950 0.9747 0.0203 2.0% 0.0084 0.8% 87% True False 168
10 0.9950 0.9623 0.0327 3.3% 0.0088 0.9% 92% True False 193
20 0.9950 0.9600 0.0350 3.5% 0.0085 0.9% 93% True False 174
40 0.9950 0.9338 0.0612 6.2% 0.0077 0.8% 96% True False 143
60 0.9950 0.9338 0.0612 6.2% 0.0065 0.7% 96% True False 107
80 0.9950 0.9338 0.0612 6.2% 0.0057 0.6% 96% True False 85
100 0.9950 0.9294 0.0656 6.6% 0.0049 0.5% 96% True False 71
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 1.0248
2.618 1.0133
1.618 1.0063
1.000 1.0020
0.618 0.9993
HIGH 0.9950
0.618 0.9923
0.500 0.9915
0.382 0.9907
LOW 0.9880
0.618 0.9837
1.000 0.9810
1.618 0.9767
2.618 0.9697
4.250 0.9583
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 0.9921 0.9907
PP 0.9918 0.9890
S1 0.9915 0.9874

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

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