CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 0.9749 0.9793 0.0044 0.5% 0.9839
High 0.9826 0.9845 0.0019 0.2% 0.9855
Low 0.9722 0.9779 0.0057 0.6% 0.9705
Close 0.9783 0.9811 0.0028 0.3% 0.9722
Range 0.0104 0.0066 -0.0038 -36.5% 0.0150
ATR 0.0089 0.0088 -0.0002 -1.9% 0.0000
Volume 86,004 59,667 -26,337 -30.6% 382,817
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0010 0.9976 0.9847
R3 0.9944 0.9910 0.9829
R2 0.9878 0.9878 0.9823
R1 0.9844 0.9844 0.9817 0.9861
PP 0.9812 0.9812 0.9812 0.9820
S1 0.9778 0.9778 0.9805 0.9795
S2 0.9746 0.9746 0.9799
S3 0.9680 0.9712 0.9793
S4 0.9614 0.9646 0.9775
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0211 1.0116 0.9805
R3 1.0061 0.9966 0.9763
R2 0.9911 0.9911 0.9750
R1 0.9816 0.9816 0.9736 0.9789
PP 0.9761 0.9761 0.9761 0.9747
S1 0.9666 0.9666 0.9708 0.9639
S2 0.9611 0.9611 0.9695
S3 0.9461 0.9516 0.9681
S4 0.9311 0.9366 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9845 0.9705 0.0140 1.4% 0.0092 0.9% 76% True False 75,071
10 0.9938 0.9705 0.0233 2.4% 0.0088 0.9% 45% False False 70,027
20 0.9938 0.9649 0.0289 2.9% 0.0081 0.8% 56% False False 53,337
40 0.9938 0.9276 0.0662 6.7% 0.0090 0.9% 81% False False 27,123
60 0.9938 0.9276 0.0662 6.7% 0.0088 0.9% 81% False False 18,185
80 0.9938 0.9276 0.0662 6.7% 0.0083 0.8% 81% False False 13,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 1.0018
1.618 0.9952
1.000 0.9911
0.618 0.9886
HIGH 0.9845
0.618 0.9820
0.500 0.9812
0.382 0.9804
LOW 0.9779
0.618 0.9738
1.000 0.9713
1.618 0.9672
2.618 0.9606
4.250 0.9499
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 0.9812 0.9799
PP 0.9812 0.9787
S1 0.9811 0.9775

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

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