CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 0.9826 0.9774 -0.0052 -0.5% 0.9707
High 0.9826 0.9818 -0.0008 -0.1% 0.9865
Low 0.9826 0.9773 -0.0053 -0.5% 0.9704
Close 0.9755 0.9807 0.0052 0.5% 0.9807
Range 0.0000 0.0045 0.0045 0.0161
ATR 0.0045 0.0046 0.0001 2.9% 0.0000
Volume 73 1 -72 -98.6% 111
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9934 0.9916 0.9832
R3 0.9889 0.9871 0.9819
R2 0.9844 0.9844 0.9815
R1 0.9826 0.9826 0.9811 0.9835
PP 0.9799 0.9799 0.9799 0.9804
S1 0.9781 0.9781 0.9803 0.9790
S2 0.9754 0.9754 0.9799
S3 0.9709 0.9736 0.9795
S4 0.9664 0.9691 0.9782
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0275 1.0202 0.9896
R3 1.0114 1.0041 0.9851
R2 0.9953 0.9953 0.9837
R1 0.9880 0.9880 0.9822 0.9917
PP 0.9792 0.9792 0.9792 0.9810
S1 0.9719 0.9719 0.9792 0.9756
S2 0.9631 0.9631 0.9777
S3 0.9470 0.9558 0.9763
S4 0.9309 0.9397 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9704 0.0161 1.6% 0.0032 0.3% 64% False False 22
10 0.9865 0.9600 0.0265 2.7% 0.0022 0.2% 78% False False 22
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0009
2.618 0.9936
1.618 0.9891
1.000 0.9863
0.618 0.9846
HIGH 0.9818
0.618 0.9801
0.500 0.9796
0.382 0.9790
LOW 0.9773
0.618 0.9745
1.000 0.9728
1.618 0.9700
2.618 0.9655
4.250 0.9582
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 0.9803 0.9819
PP 0.9799 0.9815
S1 0.9796 0.9811

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

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