CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 0.9921 0.9859 -0.0062 -0.6% 0.9882
High 0.9944 0.9880 -0.0064 -0.6% 0.9981
Low 0.9834 0.9777 -0.0057 -0.6% 0.9834
Close 0.9877 0.9807 -0.0070 -0.7% 0.9877
Range 0.0110 0.0103 -0.0007 -6.4% 0.0147
ATR 0.0088 0.0089 0.0001 1.2% 0.0000
Volume 82,667 63,208 -19,459 -23.5% 364,012
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0130 1.0072 0.9864
R3 1.0027 0.9969 0.9835
R2 0.9924 0.9924 0.9826
R1 0.9866 0.9866 0.9816 0.9844
PP 0.9821 0.9821 0.9821 0.9810
S1 0.9763 0.9763 0.9798 0.9741
S2 0.9718 0.9718 0.9788
S3 0.9615 0.9660 0.9779
S4 0.9512 0.9557 0.9750
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 0.9777 0.0204 2.1% 0.0086 0.9% 15% False True 71,367
10 0.9981 0.9777 0.0204 2.1% 0.0079 0.8% 15% False True 57,688
20 0.9981 0.9701 0.0280 2.9% 0.0092 0.9% 38% False False 30,067
40 0.9991 0.9640 0.0351 3.6% 0.0089 0.9% 48% False False 15,232
60 0.9991 0.9605 0.0386 3.9% 0.0091 0.9% 52% False False 10,236
80 0.9991 0.9338 0.0653 6.7% 0.0088 0.9% 72% False False 7,710
100 0.9991 0.9338 0.0653 6.7% 0.0080 0.8% 72% False False 6,182
120 0.9991 0.9338 0.0653 6.7% 0.0073 0.7% 72% False False 5,155
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0318
2.618 1.0150
1.618 1.0047
1.000 0.9983
0.618 0.9944
HIGH 0.9880
0.618 0.9841
0.500 0.9829
0.382 0.9816
LOW 0.9777
0.618 0.9713
1.000 0.9674
1.618 0.9610
2.618 0.9507
4.250 0.9339
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 0.9829 0.9864
PP 0.9821 0.9845
S1 0.9814 0.9826

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

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