CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	0.9938	0.9921	-0.0017	-0.2%	0.9882
High	0.9950	0.9944	-0.0006	-0.1%	0.9981
Low	0.9907	0.9834	-0.0073	-0.7%	0.9834
Close	0.9925	0.9877	-0.0048	-0.5%	0.9877
Range	0.0043	0.0110	0.0067	155.8%	0.0147
ATR	0.0087	0.0088	0.0002	1.9%	0.0000
Volume	55,239	82,667	27,428	49.7%	364,012

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0215	1.0156	0.9938
R3	1.0105	1.0046	0.9907
R2	0.9995	0.9995	0.9897
R1	0.9936	0.9936	0.9887	0.9911
PP	0.9885	0.9885	0.9885	0.9872
S1	0.9826	0.9826	0.9867	0.9801
S2	0.9775	0.9775	0.9857
S3	0.9665	0.9716	0.9847
S4	0.9555	0.9606	0.9817

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0255	0.9958
R3	1.0191	1.0108	0.9917
R2	1.0044	1.0044	0.9904
R1	0.9961	0.9961	0.9890	0.9929
PP	0.9897	0.9897	0.9897	0.9882
S1	0.9814	0.9814	0.9864	0.9782
S2	0.9750	0.9750	0.9850
S3	0.9603	0.9667	0.9837
S4	0.9456	0.9520	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9981	0.9834	0.0147	1.5%	0.0082	0.8%	29%	False	True	72,802
10	0.9981	0.9834	0.0147	1.5%	0.0075	0.8%	29%	False	True	52,042
20	0.9981	0.9701	0.0280	2.8%	0.0090	0.9%	63%	False	False	26,924
40	0.9991	0.9640	0.0351	3.6%	0.0088	0.9%	68%	False	False	13,659
60	0.9991	0.9605	0.0386	3.9%	0.0091	0.9%	70%	False	False	9,185
80	0.9991	0.9338	0.0653	6.6%	0.0087	0.9%	83%	False	False	6,921
100	0.9991	0.9338	0.0653	6.6%	0.0079	0.8%	83%	False	False	5,550
120	0.9991	0.9338	0.0653	6.6%	0.0072	0.7%	83%	False	False	4,628

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0412
2.618	1.0232
1.618	1.0122
1.000	1.0054
0.618	1.0012
HIGH	0.9944
0.618	0.9902
0.500	0.9889
0.382	0.9876
LOW	0.9834
0.618	0.9766
1.000	0.9724
1.618	0.9656
2.618	0.9546
4.250	0.9367

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	0.9889	0.9908
PP	0.9885	0.9897
S1	0.9881	0.9887

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