CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 0.9480 0.9480 0.0000 0.0% 0.9408
High 0.9598 0.9634 0.0036 0.4% 0.9566
Low 0.9461 0.9453 -0.0008 -0.1% 0.9222
Close 0.9516 0.9610 0.0094 1.0% 0.9509
Range 0.0137 0.0181 0.0044 32.1% 0.0344
ATR 0.0145 0.0148 0.0003 1.7% 0.0000
Volume 1,706 4,592 2,886 169.2% 9,034
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0109 1.0040 0.9710
R3 0.9928 0.9859 0.9660
R2 0.9747 0.9747 0.9643
R1 0.9678 0.9678 0.9627 0.9713
PP 0.9566 0.9566 0.9566 0.9583
S1 0.9497 0.9497 0.9593 0.9532
S2 0.9385 0.9385 0.9577
S3 0.9204 0.9316 0.9560
S4 0.9023 0.9135 0.9510
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0464 1.0331 0.9698
R3 1.0120 0.9987 0.9604
R2 0.9776 0.9776 0.9572
R1 0.9643 0.9643 0.9541 0.9710
PP 0.9432 0.9432 0.9432 0.9466
S1 0.9299 0.9299 0.9477 0.9366
S2 0.9088 0.9088 0.9446
S3 0.8744 0.8955 0.9414
S4 0.8400 0.8611 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9634 0.9310 0.0324 3.4% 0.0149 1.5% 93% True False 2,551
10 0.9634 0.9222 0.0412 4.3% 0.0159 1.7% 94% True False 2,216
20 0.9880 0.9222 0.0658 6.8% 0.0159 1.7% 59% False False 1,700
40 1.0054 0.9222 0.0832 8.7% 0.0127 1.3% 47% False False 1,130
60 1.0054 0.9222 0.0832 8.7% 0.0108 1.1% 47% False False 823
80 1.0054 0.9222 0.0832 8.7% 0.0094 1.0% 47% False False 626
100 1.0054 0.9222 0.0832 8.7% 0.0082 0.9% 47% False False 505
120 1.0054 0.9222 0.0832 8.7% 0.0071 0.7% 47% False False 424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0403
2.618 1.0108
1.618 0.9927
1.000 0.9815
0.618 0.9746
HIGH 0.9634
0.618 0.9565
0.500 0.9544
0.382 0.9522
LOW 0.9453
0.618 0.9341
1.000 0.9272
1.618 0.9160
2.618 0.8979
4.250 0.8684
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 0.9588 0.9588
PP 0.9566 0.9566
S1 0.9544 0.9544

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

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