CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 0.9926 0.9868 -0.0058 -0.6% 0.9800
High 0.9967 0.9915 -0.0052 -0.5% 0.9975
Low 0.9852 0.9840 -0.0012 -0.1% 0.9701
Close 0.9885 0.9876 -0.0009 -0.1% 0.9933
Range 0.0115 0.0075 -0.0040 -34.8% 0.0274
ATR 0.0100 0.0099 -0.0002 -1.8% 0.0000
Volume 25,894 28,074 2,180 8.4% 14,104
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0102 1.0064 0.9917
R3 1.0027 0.9989 0.9897
R2 0.9952 0.9952 0.9890
R1 0.9914 0.9914 0.9883 0.9933
PP 0.9877 0.9877 0.9877 0.9887
S1 0.9839 0.9839 0.9869 0.9858
S2 0.9802 0.9802 0.9862
S3 0.9727 0.9764 0.9855
S4 0.9652 0.9689 0.9835
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0692 1.0586 1.0084
R3 1.0418 1.0312 1.0008
R2 1.0144 1.0144 0.9983
R1 1.0038 1.0038 0.9958 1.0091
PP 0.9870 0.9870 0.9870 0.9896
S1 0.9764 0.9764 0.9908 0.9817
S2 0.9596 0.9596 0.9883
S3 0.9322 0.9490 0.9858
S4 0.9048 0.9216 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9794 0.0181 1.8% 0.0097 1.0% 45% False False 13,713
10 0.9975 0.9701 0.0274 2.8% 0.0107 1.1% 64% False False 7,650
20 0.9986 0.9701 0.0285 2.9% 0.0099 1.0% 61% False False 4,101
40 0.9991 0.9605 0.0386 3.9% 0.0096 1.0% 70% False False 2,228
60 0.9991 0.9600 0.0391 4.0% 0.0092 0.9% 71% False False 1,542
80 0.9991 0.9338 0.0653 6.6% 0.0086 0.9% 82% False False 1,183
100 0.9991 0.9338 0.0653 6.6% 0.0077 0.8% 82% False False 953
120 0.9991 0.9338 0.0653 6.6% 0.0070 0.7% 82% False False 798
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0234
2.618 1.0111
1.618 1.0036
1.000 0.9990
0.618 0.9961
HIGH 0.9915
0.618 0.9886
0.500 0.9878
0.382 0.9869
LOW 0.9840
0.618 0.9794
1.000 0.9765
1.618 0.9719
2.618 0.9644
4.250 0.9521
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 0.9878 0.9904
PP 0.9877 0.9894
S1 0.9877 0.9885

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

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