CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 0.9714 0.9770 0.0056 0.6% 0.9847
High 0.9809 0.9773 -0.0036 -0.4% 0.9847
Low 0.9714 0.9706 -0.0008 -0.1% 0.9605
Close 0.9783 0.9727 -0.0056 -0.6% 0.9699
Range 0.0095 0.0067 -0.0028 -29.5% 0.0242
ATR 0.0101 0.0099 -0.0002 -1.7% 0.0000
Volume 123 146 23 18.7% 2,052
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9936 0.9899 0.9764
R3 0.9869 0.9832 0.9745
R2 0.9802 0.9802 0.9739
R1 0.9765 0.9765 0.9733 0.9750
PP 0.9735 0.9735 0.9735 0.9728
S1 0.9698 0.9698 0.9721 0.9683
S2 0.9668 0.9668 0.9715
S3 0.9601 0.9631 0.9709
S4 0.9534 0.9564 0.9690
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 0.9809 0.9631 0.0178 1.8% 0.0098 1.0% 54% False False 368
10 0.9975 0.9605 0.0370 3.8% 0.0105 1.1% 33% False False 298
20 0.9975 0.9605 0.0370 3.8% 0.0097 1.0% 33% False False 240
40 0.9975 0.9338 0.0637 6.5% 0.0086 0.9% 61% False False 192
60 0.9975 0.9338 0.0637 6.5% 0.0076 0.8% 61% False False 151
80 0.9975 0.9338 0.0637 6.5% 0.0067 0.7% 61% False False 119
100 0.9975 0.9338 0.0637 6.5% 0.0056 0.6% 61% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 0.9948
1.618 0.9881
1.000 0.9840
0.618 0.9814
HIGH 0.9773
0.618 0.9747
0.500 0.9740
0.382 0.9732
LOW 0.9706
0.618 0.9665
1.000 0.9639
1.618 0.9598
2.618 0.9531
4.250 0.9421
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 0.9740 0.9742
PP 0.9735 0.9737
S1 0.9731 0.9732

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

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