CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 0.9737 0.9707 -0.0030 -0.3% 0.9847
High 0.9800 0.9746 -0.0054 -0.6% 0.9847
Low 0.9671 0.9675 0.0004 0.0% 0.9605
Close 0.9700 0.9699 -0.0001 0.0% 0.9699
Range 0.0129 0.0071 -0.0058 -45.0% 0.0242
ATR 0.0102 0.0100 -0.0002 -2.2% 0.0000
Volume 716 288 -428 -59.8% 2,052
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9920 0.9880 0.9738
R3 0.9849 0.9809 0.9719
R2 0.9778 0.9778 0.9712
R1 0.9738 0.9738 0.9706 0.9723
PP 0.9707 0.9707 0.9707 0.9699
S1 0.9667 0.9667 0.9692 0.9652
S2 0.9636 0.9636 0.9686
S3 0.9565 0.9596 0.9679
S4 0.9494 0.9525 0.9660
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0443 1.0313 0.9832
R3 1.0201 1.0071 0.9766
R2 0.9959 0.9959 0.9743
R1 0.9829 0.9829 0.9721 0.9773
PP 0.9717 0.9717 0.9717 0.9689
S1 0.9587 0.9587 0.9677 0.9531
S2 0.9475 0.9475 0.9655
S3 0.9233 0.9345 0.9632
S4 0.8991 0.9103 0.9566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9605 0.0242 2.5% 0.0123 1.3% 39% False False 410
10 0.9975 0.9605 0.0370 3.8% 0.0102 1.1% 25% False False 302
20 0.9975 0.9605 0.0370 3.8% 0.0095 1.0% 25% False False 244
40 0.9975 0.9338 0.0637 6.6% 0.0087 0.9% 57% False False 188
60 0.9975 0.9338 0.0637 6.6% 0.0074 0.8% 57% False False 148
80 0.9975 0.9338 0.0637 6.6% 0.0065 0.7% 57% False False 116
100 0.9975 0.9338 0.0637 6.6% 0.0055 0.6% 57% False False 95
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0048
2.618 0.9932
1.618 0.9861
1.000 0.9817
0.618 0.9790
HIGH 0.9746
0.618 0.9719
0.500 0.9711
0.382 0.9702
LOW 0.9675
0.618 0.9631
1.000 0.9604
1.618 0.9560
2.618 0.9489
4.250 0.9373
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 0.9711 0.9716
PP 0.9707 0.9710
S1 0.9703 0.9705

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

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