CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 0.9847 0.9900 0.0053 0.5% 0.9859
High 0.9915 0.9926 0.0011 0.1% 0.9915
Low 0.9821 0.9875 0.0054 0.5% 0.9766
Close 0.9900 0.9912 0.0012 0.1% 0.9900
Range 0.0094 0.0051 -0.0043 -45.7% 0.0149
ATR 0.0087 0.0085 -0.0003 -3.0% 0.0000
Volume 45,691 46,626 935 2.0% 201,980
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0057 1.0036 0.9940
R3 1.0006 0.9985 0.9926
R2 0.9955 0.9955 0.9921
R1 0.9934 0.9934 0.9917 0.9945
PP 0.9904 0.9904 0.9904 0.9910
S1 0.9883 0.9883 0.9907 0.9894
S2 0.9853 0.9853 0.9903
S3 0.9802 0.9832 0.9898
S4 0.9751 0.9781 0.9884
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0307 1.0253 0.9982
R3 1.0158 1.0104 0.9941
R2 1.0009 1.0009 0.9927
R1 0.9955 0.9955 0.9914 0.9982
PP 0.9860 0.9860 0.9860 0.9874
S1 0.9806 0.9806 0.9886 0.9833
S2 0.9711 0.9711 0.9873
S3 0.9562 0.9657 0.9859
S4 0.9413 0.9508 0.9818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9926 0.9766 0.0160 1.6% 0.0078 0.8% 91% True False 49,721
10 0.9981 0.9766 0.0215 2.2% 0.0080 0.8% 68% False False 61,261
20 0.9981 0.9701 0.0280 2.8% 0.0084 0.8% 75% False False 39,156
40 0.9991 0.9701 0.0290 2.9% 0.0087 0.9% 73% False False 19,835
60 0.9991 0.9605 0.0386 3.9% 0.0091 0.9% 80% False False 13,317
80 0.9991 0.9460 0.0531 5.4% 0.0087 0.9% 85% False False 10,023
100 0.9991 0.9338 0.0653 6.6% 0.0082 0.8% 88% False False 8,035
120 0.9991 0.9338 0.0653 6.6% 0.0075 0.8% 88% False False 6,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0143
2.618 1.0060
1.618 1.0009
1.000 0.9977
0.618 0.9958
HIGH 0.9926
0.618 0.9907
0.500 0.9901
0.382 0.9894
LOW 0.9875
0.618 0.9843
1.000 0.9824
1.618 0.9792
2.618 0.9741
4.250 0.9658
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 0.9908 0.9896
PP 0.9904 0.9879
S1 0.9901 0.9863

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

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