CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 0.9882 0.9934 0.0052 0.5% 0.9785
High 0.9961 0.9976 0.0015 0.2% 0.9976
Low 0.9862 0.9895 0.0033 0.3% 0.9772
Close 0.9936 0.9966 0.0030 0.3% 0.9966
Range 0.0099 0.0081 -0.0018 -18.2% 0.0204
ATR 0.0096 0.0095 -0.0001 -1.1% 0.0000
Volume 198 665 467 235.9% 1,382
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0189 1.0158 1.0011
R3 1.0108 1.0077 0.9988
R2 1.0027 1.0027 0.9981
R1 0.9996 0.9996 0.9973 1.0012
PP 0.9946 0.9946 0.9946 0.9953
S1 0.9915 0.9915 0.9959 0.9931
S2 0.9865 0.9865 0.9951
S3 0.9784 0.9834 0.9944
S4 0.9703 0.9753 0.9921
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0517 1.0445 1.0078
R3 1.0313 1.0241 1.0022
R2 1.0109 1.0109 1.0003
R1 1.0037 1.0037 0.9985 1.0073
PP 0.9905 0.9905 0.9905 0.9923
S1 0.9833 0.9833 0.9947 0.9869
S2 0.9701 0.9701 0.9929
S3 0.9497 0.9629 0.9910
S4 0.9293 0.9425 0.9854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9976 0.9772 0.0204 2.0% 0.0079 0.8% 95% True False 276
10 0.9976 0.9640 0.0336 3.4% 0.0081 0.8% 97% True False 350
20 0.9976 0.9605 0.0371 3.7% 0.0092 0.9% 97% True False 326
40 0.9976 0.9600 0.0376 3.8% 0.0088 0.9% 97% True False 253
60 0.9976 0.9338 0.0638 6.4% 0.0080 0.8% 98% True False 201
80 0.9976 0.9338 0.0638 6.4% 0.0070 0.7% 98% True False 156
100 0.9976 0.9338 0.0638 6.4% 0.0062 0.6% 98% True False 128
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0320
2.618 1.0188
1.618 1.0107
1.000 1.0057
0.618 1.0026
HIGH 0.9976
0.618 0.9945
0.500 0.9936
0.382 0.9926
LOW 0.9895
0.618 0.9845
1.000 0.9814
1.618 0.9764
2.618 0.9683
4.250 0.9551
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 0.9956 0.9942
PP 0.9946 0.9918
S1 0.9936 0.9894

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

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