CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 0.9805 0.9835 0.0030 0.3% 0.9707
High 0.9805 0.9835 0.0030 0.3% 0.9865
Low 0.9805 0.9830 0.0025 0.3% 0.9704
Close 0.9808 0.9831 0.0023 0.2% 0.9807
Range 0.0000 0.0005 0.0005 0.0161
ATR 0.0043 0.0042 -0.0001 -2.7% 0.0000
Volume 16 1 -15 -93.8% 111
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9847 0.9844 0.9834
R3 0.9842 0.9839 0.9832
R2 0.9837 0.9837 0.9832
R1 0.9834 0.9834 0.9831 0.9833
PP 0.9832 0.9832 0.9832 0.9832
S1 0.9829 0.9829 0.9831 0.9828
S2 0.9827 0.9827 0.9830
S3 0.9822 0.9824 0.9830
S4 0.9817 0.9819 0.9828
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 0.9773 0.0092 0.9% 0.0017 0.2% 63% False False 21
10 0.9865 0.9640 0.0225 2.3% 0.0020 0.2% 85% False False 13
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9856
2.618 0.9848
1.618 0.9843
1.000 0.9840
0.618 0.9838
HIGH 0.9835
0.618 0.9833
0.500 0.9833
0.382 0.9832
LOW 0.9830
0.618 0.9827
1.000 0.9825
1.618 0.9822
2.618 0.9817
4.250 0.9809
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 0.9833 0.9822
PP 0.9832 0.9813
S1 0.9832 0.9804

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

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