CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 0.9665 0.9740 0.0075 0.8% 0.9634
High 0.9705 0.9740 0.0035 0.4% 0.9705
Low 0.9651 0.9681 0.0030 0.3% 0.9615
Close 0.9687 0.9674 -0.0013 -0.1% 0.9687
Range 0.0054 0.0059 0.0005 9.3% 0.0090
ATR 0.0064 0.0063 0.0000 -0.5% 0.0000
Volume 21 23 2 9.5% 82
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9875 0.9834 0.9706
R3 0.9816 0.9775 0.9690
R2 0.9757 0.9757 0.9685
R1 0.9716 0.9716 0.9679 0.9707
PP 0.9698 0.9698 0.9698 0.9694
S1 0.9657 0.9657 0.9669 0.9648
S2 0.9639 0.9639 0.9663
S3 0.9580 0.9598 0.9658
S4 0.9521 0.9539 0.9642
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9939 0.9903 0.9737
R3 0.9849 0.9813 0.9712
R2 0.9759 0.9759 0.9704
R1 0.9723 0.9723 0.9695 0.9741
PP 0.9669 0.9669 0.9669 0.9678
S1 0.9633 0.9633 0.9679 0.9651
S2 0.9579 0.9579 0.9671
S3 0.9489 0.9543 0.9662
S4 0.9399 0.9453 0.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9615 0.0125 1.3% 0.0046 0.5% 47% True False 20
10 0.9740 0.9499 0.0241 2.5% 0.0031 0.3% 73% True False 19
20 0.9740 0.9338 0.0402 4.2% 0.0022 0.2% 84% True False 17
40 0.9740 0.9311 0.0429 4.4% 0.0022 0.2% 85% True False 18
60 0.9740 0.9255 0.0485 5.0% 0.0018 0.2% 86% True False 15
80 0.9740 0.9100 0.0640 6.6% 0.0016 0.2% 90% True False 13
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 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9991
2.618 0.9894
1.618 0.9835
1.000 0.9799
0.618 0.9776
HIGH 0.9740
0.618 0.9717
0.500 0.9711
0.382 0.9704
LOW 0.9681
0.618 0.9645
1.000 0.9622
1.618 0.9586
2.618 0.9527
4.250 0.9430
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 0.9711 0.9696
PP 0.9698 0.9688
S1 0.9686 0.9681

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

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