CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 0.9810 0.9814 0.0004 0.0% 0.9882
High 0.9833 0.9872 0.0039 0.4% 0.9981
Low 0.9766 0.9799 0.0033 0.3% 0.9834
Close 0.9799 0.9848 0.0049 0.5% 0.9877
Range 0.0067 0.0073 0.0006 9.0% 0.0147
ATR 0.0088 0.0087 -0.0001 -1.2% 0.0000
Volume 49,110 43,971 -5,139 -10.5% 364,012
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0059 1.0026 0.9888
R3 0.9986 0.9953 0.9868
R2 0.9913 0.9913 0.9861
R1 0.9880 0.9880 0.9855 0.9897
PP 0.9840 0.9840 0.9840 0.9848
S1 0.9807 0.9807 0.9841 0.9824
S2 0.9767 0.9767 0.9835
S3 0.9694 0.9734 0.9828
S4 0.9621 0.9661 0.9808
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 0.9950 0.9766 0.0184 1.9% 0.0079 0.8% 45% False False 58,839
10 0.9981 0.9766 0.0215 2.2% 0.0074 0.8% 38% False False 61,599
20 0.9981 0.9701 0.0280 2.8% 0.0091 0.9% 53% False False 34,625
40 0.9991 0.9640 0.0351 3.6% 0.0088 0.9% 59% False False 17,553
60 0.9991 0.9605 0.0386 3.9% 0.0091 0.9% 63% False False 11,782
80 0.9991 0.9338 0.0653 6.6% 0.0087 0.9% 78% False False 8,872
100 0.9991 0.9338 0.0653 6.6% 0.0081 0.8% 78% False False 7,112
120 0.9991 0.9338 0.0653 6.6% 0.0074 0.8% 78% False False 5,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0182
2.618 1.0063
1.618 0.9990
1.000 0.9945
0.618 0.9917
HIGH 0.9872
0.618 0.9844
0.500 0.9836
0.382 0.9827
LOW 0.9799
0.618 0.9754
1.000 0.9726
1.618 0.9681
2.618 0.9608
4.250 0.9489
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 0.9844 0.9840
PP 0.9840 0.9831
S1 0.9836 0.9823

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

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