CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 0.9628 0.9454 -0.0174 -1.8% 0.9677
High 0.9628 0.9517 -0.0111 -1.2% 0.9726
Low 0.9449 0.9444 -0.0005 -0.1% 0.9449
Close 0.9481 0.9475 -0.0006 -0.1% 0.9481
Range 0.0179 0.0073 -0.0106 -59.2% 0.0277
ATR 0.0127 0.0124 -0.0004 -3.0% 0.0000
Volume 97,796 95,864 -1,932 -2.0% 404,640
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9698 0.9659 0.9515
R3 0.9625 0.9586 0.9495
R2 0.9552 0.9552 0.9488
R1 0.9513 0.9513 0.9482 0.9533
PP 0.9479 0.9479 0.9479 0.9488
S1 0.9440 0.9440 0.9468 0.9460
S2 0.9406 0.9406 0.9462
S3 0.9333 0.9367 0.9455
S4 0.9260 0.9294 0.9435
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0383 1.0209 0.9633
R3 1.0106 0.9932 0.9557
R2 0.9829 0.9829 0.9532
R1 0.9655 0.9655 0.9506 0.9604
PP 0.9552 0.9552 0.9552 0.9526
S1 0.9378 0.9378 0.9456 0.9327
S2 0.9275 0.9275 0.9430
S3 0.8998 0.9101 0.9405
S4 0.8721 0.8824 0.9329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9726 0.9444 0.0282 3.0% 0.0117 1.2% 11% False True 81,718
10 0.9726 0.9360 0.0366 3.9% 0.0122 1.3% 31% False False 86,180
20 0.9857 0.9360 0.0497 5.2% 0.0121 1.3% 23% False False 87,766
40 0.9857 0.9222 0.0635 6.7% 0.0130 1.4% 40% False False 57,619
60 1.0018 0.9222 0.0796 8.4% 0.0135 1.4% 32% False False 38,718
80 1.0054 0.9222 0.0832 8.8% 0.0120 1.3% 30% False False 29,153
100 1.0054 0.9222 0.0832 8.8% 0.0109 1.2% 30% False False 23,355
120 1.0054 0.9222 0.0832 8.8% 0.0099 1.0% 30% False False 19,466
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 0.0025
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9708
1.618 0.9635
1.000 0.9590
0.618 0.9562
HIGH 0.9517
0.618 0.9489
0.500 0.9481
0.382 0.9472
LOW 0.9444
0.618 0.9399
1.000 0.9371
1.618 0.9326
2.618 0.9253
4.250 0.9134
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 0.9481 0.9582
PP 0.9479 0.9546
S1 0.9477 0.9511

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

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