CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 0.9793 0.9654 -0.0139 -1.4% 0.9865
High 0.9793 0.9760 -0.0033 -0.3% 0.9975
Low 0.9605 0.9631 0.0026 0.3% 0.9797
Close 0.9637 0.9746 0.0109 1.1% 0.9832
Range 0.0188 0.0129 -0.0059 -31.4% 0.0178
ATR 0.0098 0.0100 0.0002 2.2% 0.0000
Volume 238 567 329 138.2% 973
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0099 1.0052 0.9817
R3 0.9970 0.9923 0.9781
R2 0.9841 0.9841 0.9770
R1 0.9794 0.9794 0.9758 0.9818
PP 0.9712 0.9712 0.9712 0.9724
S1 0.9665 0.9665 0.9734 0.9689
S2 0.9583 0.9583 0.9722
S3 0.9454 0.9536 0.9711
S4 0.9325 0.9407 0.9675
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 0.9605 0.0370 3.8% 0.0124 1.3% 38% False False 302
10 0.9975 0.9605 0.0370 3.8% 0.0104 1.1% 38% False False 235
20 0.9975 0.9600 0.0375 3.8% 0.0094 1.0% 39% False False 210
40 0.9975 0.9338 0.0637 6.5% 0.0083 0.9% 64% False False 167
60 0.9975 0.9338 0.0637 6.5% 0.0072 0.7% 64% False False 131
80 0.9975 0.9338 0.0637 6.5% 0.0064 0.7% 64% False False 104
100 0.9975 0.9338 0.0637 6.5% 0.0055 0.6% 64% False False 85
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.0308
2.618 1.0098
1.618 0.9969
1.000 0.9889
0.618 0.9840
HIGH 0.9760
0.618 0.9711
0.500 0.9696
0.382 0.9680
LOW 0.9631
0.618 0.9551
1.000 0.9502
1.618 0.9422
2.618 0.9293
4.250 0.9083
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 0.9729 0.9739
PP 0.9712 0.9733
S1 0.9696 0.9726

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

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