CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 0.9740 0.9700 -0.0040 -0.4% 0.9847
High 0.9740 0.9785 0.0045 0.5% 0.9847
Low 0.9640 0.9700 0.0060 0.6% 0.9605
Close 0.9677 0.9761 0.0084 0.9% 0.9699
Range 0.0100 0.0085 -0.0015 -15.0% 0.0242
ATR 0.0099 0.0100 0.0001 0.6% 0.0000
Volume 190 852 662 348.4% 2,052
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0004 0.9967 0.9808
R3 0.9919 0.9882 0.9784
R2 0.9834 0.9834 0.9777
R1 0.9797 0.9797 0.9769 0.9816
PP 0.9749 0.9749 0.9749 0.9758
S1 0.9712 0.9712 0.9753 0.9731
S2 0.9664 0.9664 0.9745
S3 0.9579 0.9627 0.9738
S4 0.9494 0.9542 0.9714
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 0.9640 0.0169 1.7% 0.0084 0.9% 72% False False 319
10 0.9942 0.9605 0.0337 3.5% 0.0108 1.1% 46% False False 350
20 0.9975 0.9605 0.0370 3.8% 0.0097 1.0% 42% False False 283
40 0.9975 0.9460 0.0515 5.3% 0.0087 0.9% 58% False False 212
60 0.9975 0.9338 0.0637 6.5% 0.0079 0.8% 66% False False 168
80 0.9975 0.9338 0.0637 6.5% 0.0069 0.7% 66% False False 132
100 0.9975 0.9338 0.0637 6.5% 0.0058 0.6% 66% False False 107
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0146
2.618 1.0008
1.618 0.9923
1.000 0.9870
0.618 0.9838
HIGH 0.9785
0.618 0.9753
0.500 0.9743
0.382 0.9732
LOW 0.9700
0.618 0.9647
1.000 0.9615
1.618 0.9562
2.618 0.9477
4.250 0.9339
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 0.9755 0.9745
PP 0.9749 0.9729
S1 0.9743 0.9713

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

View Archives - Comment on this page... - Back to Index of Symbols