CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 0.8870 0.8885 0.0015 0.2% 0.8472
High 0.8938 0.8946 0.0008 0.1% 0.8938
Low 0.8870 0.8860 -0.0010 -0.1% 0.8456
Close 0.8920 0.8960 0.0040 0.4% 0.8920
Range 0.0068 0.0086 0.0018 26.5% 0.0482
ATR 0.0093 0.0092 0.0000 -0.5% 0.0000
Volume 137 190 53 38.7% 276
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 0.9180 0.9156 0.9007
R3 0.9094 0.9070 0.8984
R2 0.9008 0.9008 0.8976
R1 0.8984 0.8984 0.8968 0.8996
PP 0.8922 0.8922 0.8922 0.8928
S1 0.8898 0.8898 0.8952 0.8910
S2 0.8836 0.8836 0.8944
S3 0.8750 0.8812 0.8936
S4 0.8664 0.8726 0.8913
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 0.8946 0.8618 0.0328 3.7% 0.0067 0.8% 104% True False 89
10 0.8946 0.8456 0.0490 5.5% 0.0080 0.9% 103% True False 71
20 0.8946 0.8179 0.0767 8.6% 0.0068 0.8% 102% True False 57
40 0.8946 0.7920 0.1026 11.5% 0.0060 0.7% 101% True False 48
60 0.8946 0.7725 0.1221 13.6% 0.0056 0.6% 101% True False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9312
2.618 0.9171
1.618 0.9085
1.000 0.9032
0.618 0.8999
HIGH 0.8946
0.618 0.8913
0.500 0.8903
0.382 0.8893
LOW 0.8860
0.618 0.8807
1.000 0.8774
1.618 0.8721
2.618 0.8635
4.250 0.8495
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 0.8941 0.8917
PP 0.8922 0.8874
S1 0.8903 0.8832

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

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