CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 0.9707 0.9704 -0.0003 0.0% 0.9683
High 0.9710 0.9780 0.0070 0.7% 0.9734
Low 0.9705 0.9704 -0.0001 0.0% 0.9600
Close 0.9719 0.9784 0.0065 0.7% 0.9754
Range 0.0005 0.0076 0.0071 1,420.0% 0.0134
ATR
Volume 8 13 5 62.5% 110
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9984 0.9960 0.9826
R3 0.9908 0.9884 0.9805
R2 0.9832 0.9832 0.9798
R1 0.9808 0.9808 0.9791 0.9820
PP 0.9756 0.9756 0.9756 0.9762
S1 0.9732 0.9732 0.9777 0.9744
S2 0.9680 0.9680 0.9770
S3 0.9604 0.9656 0.9763
S4 0.9528 0.9580 0.9742
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0098 1.0060 0.9828
R3 0.9964 0.9926 0.9791
R2 0.9830 0.9830 0.9779
R1 0.9792 0.9792 0.9766 0.9811
PP 0.9696 0.9696 0.9696 0.9706
S1 0.9658 0.9658 0.9742 0.9677
S2 0.9562 0.9562 0.9729
S3 0.9428 0.9524 0.9717
S4 0.9294 0.9390 0.9680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9780 0.9640 0.0140 1.4% 0.0022 0.2% 103% True False 6
10 0.9780 0.9600 0.0180 1.8% 0.0019 0.2% 102% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0103
2.618 0.9979
1.618 0.9903
1.000 0.9856
0.618 0.9827
HIGH 0.9780
0.618 0.9751
0.500 0.9742
0.382 0.9733
LOW 0.9704
0.618 0.9657
1.000 0.9628
1.618 0.9581
2.618 0.9505
4.250 0.9381
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 0.9770 0.9770
PP 0.9756 0.9756
S1 0.9742 0.9742

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

View Archives - Comment on this page... - Back to Index of Symbols