CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 0.7930 0.8180 0.0250 3.2% 0.7750
High 0.8000 0.8208 0.0208 2.6% 0.7950
Low 0.7893 0.8146 0.0253 3.2% 0.7725
Close 0.8041 0.8111 0.0070 0.9% 0.7888
Range 0.0107 0.0062 -0.0045 -42.1% 0.0225
ATR 0.0079 0.0086 0.0006 7.9% 0.0000
Volume 17 24 7 41.2% 248
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8341 0.8288 0.8145
R3 0.8279 0.8226 0.8128
R2 0.8217 0.8217 0.8122
R1 0.8164 0.8164 0.8117 0.8160
PP 0.8155 0.8155 0.8155 0.8153
S1 0.8102 0.8102 0.8105 0.8098
S2 0.8093 0.8093 0.8100
S3 0.8031 0.8040 0.8094
S4 0.7969 0.7978 0.8077
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 0.8208 0.7840 0.0368 4.5% 0.0066 0.8% 74% True False 57
10 0.8208 0.7725 0.0483 6.0% 0.0062 0.8% 80% True False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8472
2.618 0.8370
1.618 0.8308
1.000 0.8270
0.618 0.8246
HIGH 0.8208
0.618 0.8184
0.500 0.8177
0.382 0.8170
LOW 0.8146
0.618 0.8108
1.000 0.8084
1.618 0.8046
2.618 0.7984
4.250 0.7883
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 0.8177 0.8090
PP 0.8155 0.8068
S1 0.8133 0.8047

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

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