CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 0.8661 0.8661 0.0000 0.0% 0.8440
High 0.8661 0.8675 0.0014 0.2% 0.8680
Low 0.8600 0.8575 -0.0025 -0.3% 0.8440
Close 0.8628 0.8625 -0.0003 0.0% 0.8702
Range 0.0061 0.0100 0.0039 63.9% 0.0240
ATR 0.0083 0.0084 0.0001 1.5% 0.0000
Volume 17 35 18 105.9% 316
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 0.8925 0.8875 0.8680
R3 0.8825 0.8775 0.8653
R2 0.8725 0.8725 0.8643
R1 0.8675 0.8675 0.8634 0.8650
PP 0.8625 0.8625 0.8625 0.8613
S1 0.8575 0.8575 0.8616 0.8550
S2 0.8525 0.8525 0.8607
S3 0.8425 0.8475 0.8598
S4 0.8325 0.8375 0.8570
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% 0.0072 0.8% 70% False False 37
10 0.8680 0.8305 0.0375 4.3% 0.0064 0.7% 85% False False 45
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% 0.0050 0.6% 93% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9100
2.618 0.8937
1.618 0.8837
1.000 0.8775
0.618 0.8737
HIGH 0.8675
0.618 0.8637
0.500 0.8625
0.382 0.8613
LOW 0.8575
0.618 0.8513
1.000 0.8475
1.618 0.8413
2.618 0.8313
4.250 0.8150
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 0.8625 0.8628
PP 0.8625 0.8627
S1 0.8625 0.8626

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

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