CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 0.7900 0.7931 0.0031 0.4% 0.7750
High 0.7950 0.7932 -0.0018 -0.2% 0.7950
Low 0.7840 0.7910 0.0070 0.9% 0.7725
Close 0.7888 0.7924 0.0036 0.5% 0.7888
Range 0.0110 0.0022 -0.0088 -80.0% 0.0225
ATR 0.0083 0.0080 -0.0003 -3.4% 0.0000
Volume 121 119 -2 -1.7% 248
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7988 0.7978 0.7936
R3 0.7966 0.7956 0.7930
R2 0.7944 0.7944 0.7928
R1 0.7934 0.7934 0.7926 0.7928
PP 0.7922 0.7922 0.7922 0.7919
S1 0.7912 0.7912 0.7922 0.7906
S2 0.7900 0.7900 0.7920
S3 0.7878 0.7890 0.7918
S4 0.7856 0.7868 0.7912
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8529 0.8434 0.8012
R3 0.8304 0.8209 0.7950
R2 0.8079 0.8079 0.7929
R1 0.7984 0.7984 0.7909 0.8032
PP 0.7854 0.7854 0.7854 0.7878
S1 0.7759 0.7759 0.7867 0.7807
S2 0.7629 0.7629 0.7847
S3 0.7404 0.7534 0.7826
S4 0.7179 0.7309 0.7764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7950 0.7786 0.0164 2.1% 0.0064 0.8% 84% False False 64
10 0.7950 0.7725 0.0225 2.8% 0.0056 0.7% 88% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7990
1.618 0.7968
1.000 0.7954
0.618 0.7946
HIGH 0.7932
0.618 0.7924
0.500 0.7921
0.382 0.7918
LOW 0.7910
0.618 0.7896
1.000 0.7888
1.618 0.7874
2.618 0.7852
4.250 0.7817
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 0.7923 0.7905
PP 0.7922 0.7887
S1 0.7921 0.7868

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

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