CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 0.7931 0.7886 -0.0045 -0.6% 0.7750
High 0.7932 0.7917 -0.0015 -0.2% 0.7950
Low 0.7910 0.7886 -0.0024 -0.3% 0.7725
Close 0.7924 0.7914 -0.0010 -0.1% 0.7888
Range 0.0022 0.0031 0.0009 40.9% 0.0225
ATR 0.0080 0.0077 -0.0003 -3.8% 0.0000
Volume 119 4 -115 -96.6% 248
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7999 0.7987 0.7931
R3 0.7968 0.7956 0.7923
R2 0.7937 0.7937 0.7920
R1 0.7925 0.7925 0.7917 0.7931
PP 0.7906 0.7906 0.7906 0.7909
S1 0.7894 0.7894 0.7911 0.7900
S2 0.7875 0.7875 0.7908
S3 0.7844 0.7863 0.7905
S4 0.7813 0.7832 0.7897
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% 0.0058 0.7% 78% False False 59
10 0.7950 0.7725 0.0225 2.8% 0.0053 0.7% 84% False False 54
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7998
1.618 0.7967
1.000 0.7948
0.618 0.7936
HIGH 0.7917
0.618 0.7905
0.500 0.7902
0.382 0.7898
LOW 0.7886
0.618 0.7867
1.000 0.7855
1.618 0.7836
2.618 0.7805
4.250 0.7754
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 0.7910 0.7908
PP 0.7906 0.7901
S1 0.7902 0.7895

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

View Archives - Comment on this page... - Back to Index of Symbols