CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 0.8620 0.8661 0.0041 0.5% 0.8440
High 0.8680 0.8661 -0.0019 -0.2% 0.8680
Low 0.8620 0.8600 -0.0020 -0.2% 0.8440
Close 0.8702 0.8628 -0.0074 -0.9% 0.8702
Range 0.0060 0.0061 0.0001 1.7% 0.0240
ATR 0.0082 0.0083 0.0001 1.8% 0.0000
Volume 35 17 -18 -51.4% 316
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 0.8813 0.8781 0.8662
R3 0.8752 0.8720 0.8645
R2 0.8691 0.8691 0.8639
R1 0.8659 0.8659 0.8634 0.8645
PP 0.8630 0.8630 0.8630 0.8622
S1 0.8598 0.8598 0.8622 0.8584
S2 0.8569 0.8569 0.8617
S3 0.8508 0.8537 0.8611
S4 0.8447 0.8476 0.8594
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9327 0.9255 0.8834
R3 0.9087 0.9015 0.8768
R2 0.8847 0.8847 0.8746
R1 0.8775 0.8775 0.8724 0.8811
PP 0.8607 0.8607 0.8607 0.8626
S1 0.8535 0.8535 0.8680 0.8571
S2 0.8367 0.8367 0.8658
S3 0.8127 0.8295 0.8636
S4 0.7887 0.8055 0.8570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8680 0.8496 0.0184 2.1% 0.0061 0.7% 72% False False 44
10 0.8680 0.8179 0.0501 5.8% 0.0055 0.6% 90% False False 43
20 0.8680 0.8025 0.0655 7.6% 0.0056 0.7% 92% False False 44
40 0.8680 0.7886 0.0794 9.2% 0.0048 0.6% 93% False False 37
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8920
2.618 0.8821
1.618 0.8760
1.000 0.8722
0.618 0.8699
HIGH 0.8661
0.618 0.8638
0.500 0.8631
0.382 0.8623
LOW 0.8600
0.618 0.8562
1.000 0.8539
1.618 0.8501
2.618 0.8440
4.250 0.8341
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 0.8631 0.8619
PP 0.8630 0.8611
S1 0.8629 0.8602

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

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