CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 0.9184 0.9231 0.0047 0.5% 0.9250
High 0.9261 0.9284 0.0023 0.2% 0.9300
Low 0.9178 0.9231 0.0053 0.6% 0.9150
Close 0.9238 0.9273 0.0035 0.4% 0.9273
Range 0.0083 0.0053 -0.0030 -36.1% 0.0150
ATR 0.0096 0.0093 -0.0003 -3.2% 0.0000
Volume 167 561 394 235.9% 1,157
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9422 0.9400 0.9302
R3 0.9369 0.9347 0.9288
R2 0.9316 0.9316 0.9283
R1 0.9294 0.9294 0.9278 0.9305
PP 0.9263 0.9263 0.9263 0.9268
S1 0.9241 0.9241 0.9268 0.9252
S2 0.9210 0.9210 0.9263
S3 0.9157 0.9188 0.9258
S4 0.9104 0.9135 0.9244
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9691 0.9632 0.9356
R3 0.9541 0.9482 0.9314
R2 0.9391 0.9391 0.9301
R1 0.9332 0.9332 0.9287 0.9362
PP 0.9241 0.9241 0.9241 0.9256
S1 0.9182 0.9182 0.9259 0.9212
S2 0.9091 0.9091 0.9246
S3 0.8941 0.9032 0.9232
S4 0.8791 0.8882 0.9191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9300 0.9150 0.0150 1.6% 0.0080 0.9% 82% False False 231
10 0.9300 0.9008 0.0292 3.1% 0.0088 0.9% 91% False False 216
20 0.9300 0.8540 0.0760 8.2% 0.0081 0.9% 96% False False 140
40 0.9300 0.8540 0.0760 8.2% 0.0078 0.8% 96% False False 121
60 0.9300 0.8456 0.0844 9.1% 0.0085 0.9% 97% False False 108
80 0.9300 0.8025 0.1275 13.7% 0.0077 0.8% 98% False False 92
100 0.9300 0.7786 0.1514 16.3% 0.0071 0.8% 98% False False 80
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9509
2.618 0.9423
1.618 0.9370
1.000 0.9337
0.618 0.9317
HIGH 0.9284
0.618 0.9264
0.500 0.9258
0.382 0.9251
LOW 0.9231
0.618 0.9198
1.000 0.9178
1.618 0.9145
2.618 0.9092
4.250 0.9006
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 0.9268 0.9254
PP 0.9263 0.9236
S1 0.9258 0.9217

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

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