CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 0.8472 0.8669 0.0197 2.3% 0.8661
High 0.8628 0.8675 0.0047 0.5% 0.8675
Low 0.8456 0.8618 0.0162 1.9% 0.8493
Close 0.8607 0.8686 0.0079 0.9% 0.8492
Range 0.0172 0.0057 -0.0115 -66.9% 0.0182
ATR 0.0087 0.0086 -0.0001 -1.6% 0.0000
Volume 18 14 -4 -22.2% 263
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 0.8831 0.8815 0.8717
R3 0.8774 0.8758 0.8702
R2 0.8717 0.8717 0.8696
R1 0.8701 0.8701 0.8691 0.8709
PP 0.8660 0.8660 0.8660 0.8664
S1 0.8644 0.8644 0.8681 0.8652
S2 0.8603 0.8603 0.8676
S3 0.8546 0.8587 0.8670
S4 0.8489 0.8530 0.8655
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9099 0.8978 0.8592
R3 0.8917 0.8796 0.8542
R2 0.8735 0.8735 0.8525
R1 0.8614 0.8614 0.8509 0.8584
PP 0.8553 0.8553 0.8553 0.8538
S1 0.8432 0.8432 0.8475 0.8402
S2 0.8371 0.8371 0.8459
S3 0.8189 0.8250 0.8442
S4 0.8007 0.8068 0.8392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8675 0.8456 0.0219 2.5% 0.0085 1.0% 105% True False 48
10 0.8680 0.8456 0.0224 2.6% 0.0078 0.9% 103% False False 43
20 0.8680 0.8066 0.0614 7.1% 0.0065 0.7% 101% False False 50
40 0.8680 0.7920 0.0760 8.7% 0.0055 0.6% 101% False False 38
60 0.8680 0.7725 0.0955 11.0% 0.0054 0.6% 101% False False 39
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8917
2.618 0.8824
1.618 0.8767
1.000 0.8732
0.618 0.8710
HIGH 0.8675
0.618 0.8653
0.500 0.8647
0.382 0.8640
LOW 0.8618
0.618 0.8583
1.000 0.8561
1.618 0.8526
2.618 0.8469
4.250 0.8376
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 0.8673 0.8646
PP 0.8660 0.8606
S1 0.8647 0.8566

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

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