CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 0.9922 0.9847 -0.0075 -0.8% 0.9865
High 0.9942 0.9847 -0.0095 -1.0% 0.9975
Low 0.9825 0.9747 -0.0078 -0.8% 0.9797
Close 0.9832 0.9820 -0.0012 -0.1% 0.9832
Range 0.0117 0.0100 -0.0017 -14.5% 0.0178
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 143 243 100 69.9% 973
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0105 1.0062 0.9875
R3 1.0005 0.9962 0.9848
R2 0.9905 0.9905 0.9838
R1 0.9862 0.9862 0.9829 0.9834
PP 0.9805 0.9805 0.9805 0.9790
S1 0.9762 0.9762 0.9811 0.9734
S2 0.9705 0.9705 0.9802
S3 0.9605 0.9662 0.9793
S4 0.9505 0.9562 0.9765
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0402 1.0295 0.9930
R3 1.0224 1.0117 0.9881
R2 1.0046 1.0046 0.9865
R1 0.9939 0.9939 0.9848 0.9904
PP 0.9868 0.9868 0.9868 0.9850
S1 0.9761 0.9761 0.9816 0.9726
S2 0.9690 0.9690 0.9799
S3 0.9512 0.9583 0.9783
S4 0.9334 0.9405 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9747 0.0228 2.3% 0.0090 0.9% 32% False True 197
10 0.9975 0.9696 0.0279 2.8% 0.0092 0.9% 44% False False 223
20 0.9975 0.9600 0.0375 3.8% 0.0090 0.9% 59% False False 183
40 0.9975 0.9338 0.0637 6.5% 0.0079 0.8% 76% False False 158
60 0.9975 0.9338 0.0637 6.5% 0.0068 0.7% 76% False False 118
80 0.9975 0.9338 0.0637 6.5% 0.0060 0.6% 76% False False 94
100 0.9975 0.9338 0.0637 6.5% 0.0052 0.5% 76% False False 78
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0272
2.618 1.0109
1.618 1.0009
1.000 0.9947
0.618 0.9909
HIGH 0.9847
0.618 0.9809
0.500 0.9797
0.382 0.9785
LOW 0.9747
0.618 0.9685
1.000 0.9647
1.618 0.9585
2.618 0.9485
4.250 0.9322
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 0.9812 0.9861
PP 0.9805 0.9847
S1 0.9797 0.9834

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

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