CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 0.8440 0.8555 0.0115 1.4% 0.8252
High 0.8542 0.8555 0.0013 0.2% 0.8470
Low 0.8440 0.8509 0.0069 0.8% 0.8179
Close 0.8516 0.8522 0.0006 0.1% 0.8468
Range 0.0102 0.0046 -0.0056 -54.9% 0.0291
ATR 0.0080 0.0078 -0.0002 -3.0% 0.0000
Volume 110 70 -40 -36.4% 134
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 0.8667 0.8640 0.8547
R3 0.8621 0.8594 0.8535
R2 0.8575 0.8575 0.8530
R1 0.8548 0.8548 0.8526 0.8539
PP 0.8529 0.8529 0.8529 0.8524
S1 0.8502 0.8502 0.8518 0.8493
S2 0.8483 0.8483 0.8514
S3 0.8437 0.8456 0.8509
S4 0.8391 0.8410 0.8497
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 0.8555 0.8305 0.0250 2.9% 0.0056 0.7% 87% True False 52
10 0.8555 0.8066 0.0489 5.7% 0.0051 0.6% 93% True False 57
20 0.8555 0.8025 0.0530 6.2% 0.0048 0.6% 94% True False 42
40 0.8555 0.7786 0.0769 9.0% 0.0049 0.6% 96% True False 38
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8751
2.618 0.8675
1.618 0.8629
1.000 0.8601
0.618 0.8583
HIGH 0.8555
0.618 0.8537
0.500 0.8532
0.382 0.8527
LOW 0.8509
0.618 0.8481
1.000 0.8463
1.618 0.8435
2.618 0.8389
4.250 0.8314
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 0.8532 0.8511
PP 0.8529 0.8499
S1 0.8525 0.8488

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

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