CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 0.7886 0.7930 0.0044 0.6% 0.7750
High 0.7917 0.8000 0.0083 1.0% 0.7950
Low 0.7886 0.7893 0.0007 0.1% 0.7725
Close 0.7914 0.8041 0.0127 1.6% 0.7888
Range 0.0031 0.0107 0.0076 245.2% 0.0225
ATR 0.0077 0.0079 0.0002 2.7% 0.0000
Volume 4 17 13 325.0% 248
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8299 0.8277 0.8100
R3 0.8192 0.8170 0.8070
R2 0.8085 0.8085 0.8061
R1 0.8063 0.8063 0.8051 0.8074
PP 0.7978 0.7978 0.7978 0.7984
S1 0.7956 0.7956 0.8031 0.7967
S2 0.7871 0.7871 0.8021
S3 0.7764 0.7849 0.8012
S4 0.7657 0.7742 0.7982
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 0.8000 0.7786 0.0214 2.7% 0.0072 0.9% 119% True False 57
10 0.8000 0.7725 0.0275 3.4% 0.0060 0.7% 115% True False 42
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8280
1.618 0.8173
1.000 0.8107
0.618 0.8066
HIGH 0.8000
0.618 0.7959
0.500 0.7947
0.382 0.7934
LOW 0.7893
0.618 0.7827
1.000 0.7786
1.618 0.7720
2.618 0.7613
4.250 0.7438
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 0.8010 0.8008
PP 0.7978 0.7976
S1 0.7947 0.7943

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

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