CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 0.8952 0.9008 0.0056 0.6% 0.8615
High 0.8983 0.9075 0.0092 1.0% 0.9000
Low 0.8942 0.9008 0.0066 0.7% 0.8591
Close 0.8966 0.9038 0.0072 0.8% 0.8966
Range 0.0041 0.0067 0.0026 63.4% 0.0409
ATR 0.0092 0.0093 0.0001 1.4% 0.0000
Volume 70 59 -11 -15.7% 348
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9241 0.9207 0.9075
R3 0.9174 0.9140 0.9056
R2 0.9107 0.9107 0.9050
R1 0.9073 0.9073 0.9044 0.9090
PP 0.9040 0.9040 0.9040 0.9049
S1 0.9006 0.9006 0.9032 0.9023
S2 0.8973 0.8973 0.9026
S3 0.8906 0.8939 0.9020
S4 0.8839 0.8872 0.9001
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0079 0.9932 0.9191
R3 0.9670 0.9523 0.9078
R2 0.9261 0.9261 0.9041
R1 0.9114 0.9114 0.9003 0.9188
PP 0.8852 0.8852 0.8852 0.8889
S1 0.8705 0.8705 0.8929 0.8779
S2 0.8443 0.8443 0.8891
S3 0.8034 0.8296 0.8854
S4 0.7625 0.7887 0.8741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9075 0.8680 0.0395 4.4% 0.0084 0.9% 91% True False 72
10 0.9075 0.8540 0.0535 5.9% 0.0076 0.8% 93% True False 68
20 0.9075 0.8540 0.0535 5.9% 0.0073 0.8% 93% True False 66
40 0.9265 0.8540 0.0725 8.0% 0.0086 0.9% 69% False False 95
60 0.9265 0.8179 0.1086 12.0% 0.0079 0.9% 79% False False 80
80 0.9265 0.7920 0.1345 14.9% 0.0072 0.8% 83% False False 69
100 0.9265 0.7725 0.1540 17.0% 0.0067 0.7% 85% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9360
2.618 0.9250
1.618 0.9183
1.000 0.9142
0.618 0.9116
HIGH 0.9075
0.618 0.9049
0.500 0.9042
0.382 0.9034
LOW 0.9008
0.618 0.8967
1.000 0.8941
1.618 0.8900
2.618 0.8833
4.250 0.8723
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 0.9042 0.9028
PP 0.9040 0.9018
S1 0.9039 0.9008

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

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