CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 0.9708 0.9660 -0.0048 -0.5% 0.9805
High 0.9708 0.9729 0.0021 0.2% 0.9930
Low 0.9600 0.9660 0.0060 0.6% 0.9805
Close 0.9615 0.9724 0.0109 1.1% 0.9806
Range 0.0108 0.0069 -0.0039 -36.1% 0.0125
ATR 0.0060 0.0064 0.0004 6.4% 0.0000
Volume 40 296 256 640.0% 66
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9911 0.9887 0.9762
R3 0.9842 0.9818 0.9743
R2 0.9773 0.9773 0.9737
R1 0.9749 0.9749 0.9730 0.9761
PP 0.9704 0.9704 0.9704 0.9711
S1 0.9680 0.9680 0.9718 0.9692
S2 0.9635 0.9635 0.9711
S3 0.9566 0.9611 0.9705
S4 0.9497 0.9542 0.9686
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 0.9600 0.0330 3.4% 0.0063 0.6% 38% False False 80
10 0.9930 0.9600 0.0330 3.4% 0.0041 0.4% 38% False False 50
20 0.9930 0.9600 0.0330 3.4% 0.0031 0.3% 38% False False 33
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9910
1.618 0.9841
1.000 0.9798
0.618 0.9772
HIGH 0.9729
0.618 0.9703
0.500 0.9695
0.382 0.9686
LOW 0.9660
0.618 0.9617
1.000 0.9591
1.618 0.9548
2.618 0.9479
4.250 0.9367
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 0.9714 0.9719
PP 0.9704 0.9714
S1 0.9695 0.9709

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

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