CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 0.8669 0.8780 0.0111 1.3% 0.8661
High 0.8675 0.8790 0.0115 1.3% 0.8675
Low 0.8618 0.8758 0.0140 1.6% 0.8493
Close 0.8686 0.8807 0.0121 1.4% 0.8492
Range 0.0057 0.0032 -0.0025 -43.9% 0.0182
ATR 0.0086 0.0087 0.0001 1.5% 0.0000
Volume 14 21 7 50.0% 263
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 0.8881 0.8876 0.8825
R3 0.8849 0.8844 0.8816
R2 0.8817 0.8817 0.8813
R1 0.8812 0.8812 0.8810 0.8815
PP 0.8785 0.8785 0.8785 0.8786
S1 0.8780 0.8780 0.8804 0.8783
S2 0.8753 0.8753 0.8801
S3 0.8721 0.8748 0.8798
S4 0.8689 0.8716 0.8789
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 0.8790 0.8456 0.0334 3.8% 0.0071 0.8% 105% True False 21
10 0.8790 0.8456 0.0334 3.8% 0.0075 0.9% 105% True False 36
20 0.8790 0.8134 0.0656 7.4% 0.0063 0.7% 103% True False 44
40 0.8790 0.7920 0.0870 9.9% 0.0055 0.6% 102% True False 38
60 0.8790 0.7725 0.1065 12.1% 0.0054 0.6% 102% True False 39
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8926
2.618 0.8874
1.618 0.8842
1.000 0.8822
0.618 0.8810
HIGH 0.8790
0.618 0.8778
0.500 0.8774
0.382 0.8770
LOW 0.8758
0.618 0.8738
1.000 0.8726
1.618 0.8706
2.618 0.8674
4.250 0.8622
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 0.8796 0.8746
PP 0.8785 0.8684
S1 0.8774 0.8623

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

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