CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 0.9930 0.9806 -0.0124 -1.2% 0.9805
High 0.9930 0.9806 -0.0124 -1.2% 0.9930
Low 0.9883 0.9806 -0.0077 -0.8% 0.9805
Close 0.9865 0.9806 -0.0059 -0.6% 0.9806
Range 0.0047 0.0000 -0.0047 -100.0% 0.0125
ATR 0.0046 0.0046 0.0001 2.1% 0.0000
Volume 15 26 11 73.3% 66
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9806 0.9806 0.9806
R3 0.9806 0.9806 0.9806
R2 0.9806 0.9806 0.9806
R1 0.9806 0.9806 0.9806 0.9806
PP 0.9806 0.9806 0.9806 0.9806
S1 0.9806 0.9806 0.9806 0.9806
S2 0.9806 0.9806 0.9806
S3 0.9806 0.9806 0.9806
S4 0.9806 0.9806 0.9806
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0222 1.0139 0.9875
R3 1.0097 1.0014 0.9840
R2 0.9972 0.9972 0.9829
R1 0.9889 0.9889 0.9817 0.9931
PP 0.9847 0.9847 0.9847 0.9868
S1 0.9764 0.9764 0.9795 0.9806
S2 0.9722 0.9722 0.9783
S3 0.9597 0.9639 0.9772
S4 0.9472 0.9514 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9805 0.0125 1.3% 0.0019 0.2% 1% False False 13
10 0.9930 0.9704 0.0226 2.3% 0.0026 0.3% 45% False False 17
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9806
2.618 0.9806
1.618 0.9806
1.000 0.9806
0.618 0.9806
HIGH 0.9806
0.618 0.9806
0.500 0.9806
0.382 0.9806
LOW 0.9806
0.618 0.9806
1.000 0.9806
1.618 0.9806
2.618 0.9806
4.250 0.9806
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 0.9806 0.9868
PP 0.9806 0.9847
S1 0.9806 0.9827

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

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