CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	0.9944	0.9926	-0.0018	-0.2%	0.9800
High	0.9955	0.9967	0.0012	0.1%	0.9975
Low	0.9894	0.9852	-0.0042	-0.4%	0.9701
Close	0.9935	0.9885	-0.0050	-0.5%	0.9933
Range	0.0061	0.0115	0.0054	88.5%	0.0274
ATR	0.0099	0.0100	0.0001	1.1%	0.0000
Volume	6,748	25,894	19,146	283.7%	14,104

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0181	0.9948
R3	1.0131	1.0066	0.9917
R2	1.0016	1.0016	0.9906
R1	0.9951	0.9951	0.9896	0.9926
PP	0.9901	0.9901	0.9901	0.9889
S1	0.9836	0.9836	0.9874	0.9811
S2	0.9786	0.9786	0.9864
S3	0.9671	0.9721	0.9853
S4	0.9556	0.9606	0.9822

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0692	1.0586	1.0084
R3	1.0418	1.0312	1.0008
R2	1.0144	1.0144	0.9983
R1	1.0038	1.0038	0.9958	1.0091
PP	0.9870	0.9870	0.9870	0.9896
S1	0.9764	0.9764	0.9908	0.9817
S2	0.9596	0.9596	0.9883
S3	0.9322	0.9490	0.9858
S4	0.9048	0.9216	0.9782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9716	0.0259	2.6%	0.0106	1.1%	65%	False	False	8,835
10	0.9975	0.9701	0.0274	2.8%	0.0108	1.1%	67%	False	False	5,015
20	0.9991	0.9701	0.0290	2.9%	0.0101	1.0%	63%	False	False	2,708
40	0.9991	0.9605	0.0386	3.9%	0.0096	1.0%	73%	False	False	1,528
60	0.9991	0.9600	0.0391	4.0%	0.0092	0.9%	73%	False	False	1,079
80	0.9991	0.9338	0.0653	6.6%	0.0085	0.9%	84%	False	False	832
100	0.9991	0.9338	0.0653	6.6%	0.0076	0.8%	84%	False	False	673
120	0.9991	0.9338	0.0653	6.6%	0.0069	0.7%	84%	False	False	564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0456
2.618	1.0268
1.618	1.0153
1.000	1.0082
0.618	1.0038
HIGH	0.9967
0.618	0.9923
0.500	0.9910
0.382	0.9896
LOW	0.9852
0.618	0.9781
1.000	0.9737
1.618	0.9666
2.618	0.9551
4.250	0.9363

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	0.9910	0.9914
PP	0.9901	0.9904
S1	0.9893	0.9895

Download as Excel Spreadsheet

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

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