CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 0.7750 0.7888 0.0138 1.8% 0.7874
High 0.7782 0.7890 0.0108 1.4% 0.7875
Low 0.7725 0.7830 0.0105 1.4% 0.7750
Close 0.7774 0.7815 0.0041 0.5% 0.7808
Range 0.0057 0.0060 0.0003 5.3% 0.0125
ATR
Volume 47 25 -22 -46.8% 313
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8025 0.7980 0.7848
R3 0.7965 0.7920 0.7832
R2 0.7905 0.7905 0.7826
R1 0.7860 0.7860 0.7821 0.7853
PP 0.7845 0.7845 0.7845 0.7841
S1 0.7800 0.7800 0.7810 0.7793
S2 0.7785 0.7785 0.7804
S3 0.7725 0.7740 0.7799
S4 0.7665 0.7680 0.7782
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 0.7890 0.7725 0.0165 2.1% 0.0048 0.6% 55% True False 48
10 0.8076 0.7725 0.0351 4.5% 0.0051 0.7% 26% False False 43
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 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8145
2.618 0.8047
1.618 0.7987
1.000 0.7950
0.618 0.7927
HIGH 0.7890
0.618 0.7867
0.500 0.7860
0.382 0.7853
LOW 0.7830
0.618 0.7793
1.000 0.7770
1.618 0.7733
2.618 0.7673
4.250 0.7575
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 0.7860 0.7813
PP 0.7845 0.7810
S1 0.7830 0.7808

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

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