CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 0.9915 0.9962 0.0047 0.5% 0.9859
High 1.0010 1.0010 0.0000 0.0% 0.9915
Low 0.9914 0.9930 0.0016 0.2% 0.9766
Close 0.9986 0.9981 -0.0005 -0.1% 0.9900
Range 0.0096 0.0080 -0.0016 -16.7% 0.0149
ATR 0.0086 0.0085 0.0000 -0.5% 0.0000
Volume 53,770 38,214 -15,556 -28.9% 201,980
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0214 1.0177 1.0025
R3 1.0134 1.0097 1.0003
R2 1.0054 1.0054 0.9996
R1 1.0017 1.0017 0.9988 1.0036
PP 0.9974 0.9974 0.9974 0.9983
S1 0.9937 0.9937 0.9974 0.9956
S2 0.9894 0.9894 0.9966
S3 0.9814 0.9857 0.9959
S4 0.9734 0.9777 0.9937
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 1.0010 0.9799 0.0211 2.1% 0.0079 0.8% 86% True False 45,654
10 1.0010 0.9766 0.0244 2.4% 0.0081 0.8% 88% True False 56,520
20 1.0010 0.9716 0.0294 2.9% 0.0084 0.8% 90% True False 43,627
40 1.0010 0.9701 0.0309 3.1% 0.0088 0.9% 91% True False 22,110
60 1.0010 0.9605 0.0405 4.1% 0.0091 0.9% 93% True False 14,845
80 1.0010 0.9500 0.0510 5.1% 0.0088 0.9% 94% True False 11,171
100 1.0010 0.9338 0.0672 6.7% 0.0083 0.8% 96% True False 8,954
120 1.0010 0.9338 0.0672 6.7% 0.0076 0.8% 96% True False 7,466
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0219
1.618 1.0139
1.000 1.0090
0.618 1.0059
HIGH 1.0010
0.618 0.9979
0.500 0.9970
0.382 0.9961
LOW 0.9930
0.618 0.9881
1.000 0.9850
1.618 0.9801
2.618 0.9721
4.250 0.9590
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 0.9977 0.9968
PP 0.9974 0.9955
S1 0.9970 0.9943

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

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