CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 0.7848 0.7750 -0.0098 -1.2% 0.7874
High 0.7848 0.7782 -0.0066 -0.8% 0.7875
Low 0.7807 0.7725 -0.0082 -1.1% 0.7750
Close 0.7808 0.7774 -0.0034 -0.4% 0.7808
Range 0.0041 0.0057 0.0016 39.0% 0.0125
ATR
Volume 24 47 23 95.8% 313
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7931 0.7910 0.7805
R3 0.7874 0.7853 0.7790
R2 0.7817 0.7817 0.7784
R1 0.7796 0.7796 0.7779 0.7807
PP 0.7760 0.7760 0.7760 0.7766
S1 0.7739 0.7739 0.7769 0.7750
S2 0.7703 0.7703 0.7764
S3 0.7646 0.7682 0.7758
S4 0.7589 0.7625 0.7743
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8186 0.8122 0.7877
R3 0.8061 0.7997 0.7842
R2 0.7936 0.7936 0.7831
R1 0.7872 0.7872 0.7819 0.7842
PP 0.7811 0.7811 0.7811 0.7796
S1 0.7747 0.7747 0.7797 0.7717
S2 0.7686 0.7686 0.7785
S3 0.7561 0.7622 0.7774
S4 0.7436 0.7497 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7725 0.0150 1.9% 0.0047 0.6% 33% False True 68
10 0.8076 0.7725 0.0351 4.5% 0.0050 0.6% 14% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7931
1.618 0.7874
1.000 0.7839
0.618 0.7817
HIGH 0.7782
0.618 0.7760
0.500 0.7754
0.382 0.7747
LOW 0.7725
0.618 0.7690
1.000 0.7668
1.618 0.7633
2.618 0.7576
4.250 0.7483
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 0.7767 0.7787
PP 0.7760 0.7782
S1 0.7754 0.7778

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

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