CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 0.9890 0.9875 -0.0015 -0.2% 0.9865
High 0.9928 0.9875 -0.0053 -0.5% 0.9909
Low 0.9890 0.9875 -0.0015 -0.2% 0.9820
Close 0.9891 0.9874 -0.0017 -0.2% 0.9845
Range 0.0038 0.0000 -0.0038 -100.0% 0.0089
ATR 0.0044 0.0042 -0.0002 -4.5% 0.0000
Volume 9 11 2 22.2% 336
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9875 0.9874 0.9874
R3 0.9875 0.9874 0.9874
R2 0.9875 0.9875 0.9874
R1 0.9874 0.9874 0.9874 0.9875
PP 0.9875 0.9875 0.9875 0.9875
S1 0.9874 0.9874 0.9874 0.9875
S2 0.9875 0.9875 0.9874
S3 0.9875 0.9874 0.9874
S4 0.9875 0.9874 0.9874
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0125 1.0074 0.9894
R3 1.0036 0.9985 0.9869
R2 0.9947 0.9947 0.9861
R1 0.9896 0.9896 0.9853 0.9877
PP 0.9858 0.9858 0.9858 0.9849
S1 0.9807 0.9807 0.9837 0.9788
S2 0.9769 0.9769 0.9829
S3 0.9680 0.9718 0.9821
S4 0.9591 0.9629 0.9796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9928 0.9833 0.0095 1.0% 0.0024 0.2% 43% False False 73
10 0.9928 0.9820 0.0108 1.1% 0.0022 0.2% 50% False False 65
20 0.9928 0.9676 0.0252 2.6% 0.0018 0.2% 79% False False 48
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9875
2.618 0.9875
1.618 0.9875
1.000 0.9875
0.618 0.9875
HIGH 0.9875
0.618 0.9875
0.500 0.9875
0.382 0.9875
LOW 0.9875
0.618 0.9875
1.000 0.9875
1.618 0.9875
2.618 0.9875
4.250 0.9875
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 0.9875 0.9895
PP 0.9875 0.9888
S1 0.9874 0.9881

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

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