CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 0.8420 0.8440 0.0020 0.2% 0.8252
High 0.8470 0.8542 0.0072 0.9% 0.8470
Low 0.8420 0.8440 0.0020 0.2% 0.8179
Close 0.8468 0.8516 0.0048 0.6% 0.8468
Range 0.0050 0.0102 0.0052 104.0% 0.0291
ATR 0.0079 0.0080 0.0002 2.1% 0.0000
Volume 39 110 71 182.1% 134
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 0.8805 0.8763 0.8572
R3 0.8703 0.8661 0.8544
R2 0.8601 0.8601 0.8535
R1 0.8559 0.8559 0.8525 0.8580
PP 0.8499 0.8499 0.8499 0.8510
S1 0.8457 0.8457 0.8507 0.8478
S2 0.8397 0.8397 0.8497
S3 0.8295 0.8355 0.8488
S4 0.8193 0.8253 0.8460
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.9245 0.9148 0.8628
R3 0.8954 0.8857 0.8548
R2 0.8663 0.8663 0.8521
R1 0.8566 0.8566 0.8495 0.8615
PP 0.8372 0.8372 0.8372 0.8397
S1 0.8275 0.8275 0.8441 0.8324
S2 0.8081 0.8081 0.8415
S3 0.7790 0.7984 0.8388
S4 0.7499 0.7693 0.8308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8542 0.8179 0.0363 4.3% 0.0049 0.6% 93% True False 42
10 0.8542 0.8025 0.0517 6.1% 0.0057 0.7% 95% True False 53
20 0.8542 0.8025 0.0517 6.1% 0.0051 0.6% 95% True False 40
40 0.8542 0.7725 0.0817 9.6% 0.0049 0.6% 97% True False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8976
2.618 0.8809
1.618 0.8707
1.000 0.8644
0.618 0.8605
HIGH 0.8542
0.618 0.8503
0.500 0.8491
0.382 0.8479
LOW 0.8440
0.618 0.8377
1.000 0.8338
1.618 0.8275
2.618 0.8173
4.250 0.8007
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 0.8508 0.8501
PP 0.8499 0.8485
S1 0.8491 0.8470

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

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