CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 0.8760 0.8870 0.0110 1.3% 0.8472
High 0.8811 0.8938 0.0127 1.4% 0.8938
Low 0.8717 0.8870 0.0153 1.8% 0.8456
Close 0.8782 0.8920 0.0138 1.6% 0.8920
Range 0.0094 0.0068 -0.0026 -27.7% 0.0482
ATR 0.0088 0.0093 0.0005 5.5% 0.0000
Volume 86 137 51 59.3% 276
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 0.9113 0.9085 0.8957
R3 0.9045 0.9017 0.8939
R2 0.8977 0.8977 0.8932
R1 0.8949 0.8949 0.8926 0.8963
PP 0.8909 0.8909 0.8909 0.8917
S1 0.8881 0.8881 0.8914 0.8895
S2 0.8841 0.8841 0.8908
S3 0.8773 0.8813 0.8901
S4 0.8705 0.8745 0.8883
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.0217 1.0051 0.9185
R3 0.9735 0.9569 0.9053
R2 0.9253 0.9253 0.9008
R1 0.9087 0.9087 0.8964 0.9170
PP 0.8771 0.8771 0.8771 0.8813
S1 0.8605 0.8605 0.8876 0.8688
S2 0.8289 0.8289 0.8832
S3 0.7807 0.8123 0.8787
S4 0.7325 0.7641 0.8655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8938 0.8456 0.0482 5.4% 0.0085 0.9% 96% True False 55
10 0.8938 0.8456 0.0482 5.4% 0.0078 0.9% 96% True False 53
20 0.8938 0.8179 0.0759 8.5% 0.0066 0.7% 98% True False 49
40 0.8938 0.7920 0.1018 11.4% 0.0058 0.6% 98% True False 43
60 0.8938 0.7725 0.1213 13.6% 0.0055 0.6% 99% True False 42
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9227
2.618 0.9116
1.618 0.9048
1.000 0.9006
0.618 0.8980
HIGH 0.8938
0.618 0.8912
0.500 0.8904
0.382 0.8896
LOW 0.8870
0.618 0.8828
1.000 0.8802
1.618 0.8760
2.618 0.8692
4.250 0.8581
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 0.8915 0.8889
PP 0.8909 0.8858
S1 0.8904 0.8828

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

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