CME Canadian Dollar Future September 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 0.9760 0.9790 0.0030 0.3% 0.9824
High 0.9817 0.9833 0.0016 0.2% 0.9842
Low 0.9760 0.9787 0.0027 0.3% 0.9701
Close 0.9777 0.9805 0.0028 0.3% 0.9717
Range 0.0057 0.0046 -0.0011 -19.3% 0.0141
ATR 0.0076 0.0074 -0.0001 -1.9% 0.0000
Volume 385 247 -138 -35.8% 1,079
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9946 0.9922 0.9830
R3 0.9900 0.9876 0.9818
R2 0.9854 0.9854 0.9813
R1 0.9830 0.9830 0.9809 0.9842
PP 0.9808 0.9808 0.9808 0.9815
S1 0.9784 0.9784 0.9801 0.9796
S2 0.9762 0.9762 0.9797
S3 0.9716 0.9738 0.9792
S4 0.9670 0.9692 0.9780
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0176 1.0088 0.9795
R3 1.0035 0.9947 0.9756
R2 0.9894 0.9894 0.9743
R1 0.9806 0.9806 0.9730 0.9780
PP 0.9753 0.9753 0.9753 0.9740
S1 0.9665 0.9665 0.9704 0.9639
S2 0.9612 0.9612 0.9691
S3 0.9471 0.9524 0.9678
S4 0.9330 0.9383 0.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9701 0.0132 1.3% 0.0074 0.8% 79% True False 226
10 0.9935 0.9701 0.0234 2.4% 0.0073 0.7% 44% False False 293
20 0.9935 0.9665 0.0270 2.8% 0.0064 0.7% 52% False False 190
40 0.9935 0.9288 0.0647 6.6% 0.0057 0.6% 80% False False 107
60 0.9935 0.9288 0.0647 6.6% 0.0050 0.5% 80% False False 78
80 0.9935 0.9288 0.0647 6.6% 0.0042 0.4% 80% False False 65
100 0.9935 0.9278 0.0657 6.7% 0.0036 0.4% 80% False False 53
120 0.9935 0.9255 0.0680 6.9% 0.0032 0.3% 81% False False 46
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9953
1.618 0.9907
1.000 0.9879
0.618 0.9861
HIGH 0.9833
0.618 0.9815
0.500 0.9810
0.382 0.9805
LOW 0.9787
0.618 0.9759
1.000 0.9741
1.618 0.9713
2.618 0.9667
4.250 0.9592
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 0.9810 0.9792
PP 0.9808 0.9780
S1 0.9807 0.9767

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

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