CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 0.9880 0.9930 0.0050 0.5% 0.9707
High 0.9922 0.9930 0.0008 0.1% 0.9865
Low 0.9880 0.9883 0.0003 0.0% 0.9704
Close 0.9899 0.9865 -0.0034 -0.3% 0.9807
Range 0.0042 0.0047 0.0005 11.9% 0.0161
ATR 0.0045 0.0046 0.0000 0.2% 0.0000
Volume 8 15 7 87.5% 111
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0034 0.9996 0.9891
R3 0.9987 0.9949 0.9878
R2 0.9940 0.9940 0.9874
R1 0.9902 0.9902 0.9869 0.9898
PP 0.9893 0.9893 0.9893 0.9890
S1 0.9855 0.9855 0.9861 0.9851
S2 0.9846 0.9846 0.9856
S3 0.9799 0.9808 0.9852
S4 0.9752 0.9761 0.9839
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 0.9930 0.9773 0.0157 1.6% 0.0028 0.3% 59% True False 8
10 0.9930 0.9704 0.0226 2.3% 0.0026 0.3% 71% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 1.0053
1.618 1.0006
1.000 0.9977
0.618 0.9959
HIGH 0.9930
0.618 0.9912
0.500 0.9907
0.382 0.9901
LOW 0.9883
0.618 0.9854
1.000 0.9836
1.618 0.9807
2.618 0.9760
4.250 0.9683
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 0.9907 0.9880
PP 0.9893 0.9875
S1 0.9879 0.9870

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

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