CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 0.9999 0.9965 -0.0034 -0.3% 0.9897
High 1.0012 0.9977 -0.0035 -0.3% 1.0009
Low 0.9959 0.9950 -0.0009 -0.1% 0.9814
Close 0.9961 0.9974 0.0013 0.1% 0.9827
Range 0.0053 0.0027 -0.0026 -49.1% 0.0195
ATR 0.0063 0.0060 -0.0003 -4.1% 0.0000
Volume 62 61 -1 -1.6% 238
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0048 1.0038 0.9989
R3 1.0021 1.0011 0.9981
R2 0.9994 0.9994 0.9979
R1 0.9984 0.9984 0.9976 0.9989
PP 0.9967 0.9967 0.9967 0.9970
S1 0.9957 0.9957 0.9972 0.9962
S2 0.9940 0.9940 0.9969
S3 0.9913 0.9930 0.9967
S4 0.9886 0.9903 0.9959
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0468 1.0343 0.9934
R3 1.0273 1.0148 0.9881
R2 1.0078 1.0078 0.9863
R1 0.9953 0.9953 0.9845 0.9918
PP 0.9883 0.9883 0.9883 0.9866
S1 0.9758 0.9758 0.9809 0.9723
S2 0.9688 0.9688 0.9791
S3 0.9493 0.9563 0.9773
S4 0.9298 0.9368 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0012 0.9775 0.0237 2.4% 0.0079 0.8% 84% False False 73
10 1.0012 0.9775 0.0237 2.4% 0.0058 0.6% 84% False False 58
20 1.0012 0.9694 0.0318 3.2% 0.0047 0.5% 88% False False 80
40 1.0012 0.9465 0.0547 5.5% 0.0038 0.4% 93% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0092
2.618 1.0048
1.618 1.0021
1.000 1.0004
0.618 0.9994
HIGH 0.9977
0.618 0.9967
0.500 0.9964
0.382 0.9960
LOW 0.9950
0.618 0.9933
1.000 0.9923
1.618 0.9906
2.618 0.9879
4.250 0.9835
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 0.9971 0.9956
PP 0.9967 0.9939
S1 0.9964 0.9921

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

View Archives - Comment on this page... - Back to Index of Symbols