CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 0.8990 0.8927 -0.0063 -0.7% 0.8472
High 0.9021 0.9016 -0.0005 -0.1% 0.8938
Low 0.8979 0.8927 -0.0052 -0.6% 0.8456
Close 0.8986 0.8993 0.0007 0.1% 0.8920
Range 0.0042 0.0089 0.0047 111.9% 0.0482
ATR 0.0090 0.0090 0.0000 -0.1% 0.0000
Volume 217 31 -186 -85.7% 276
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 0.9246 0.9208 0.9042
R3 0.9157 0.9119 0.9017
R2 0.9068 0.9068 0.9009
R1 0.9030 0.9030 0.9001 0.9049
PP 0.8979 0.8979 0.8979 0.8988
S1 0.8941 0.8941 0.8985 0.8960
S2 0.8890 0.8890 0.8977
S3 0.8801 0.8852 0.8969
S4 0.8712 0.8763 0.8944
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 0.9021 0.8717 0.0304 3.4% 0.0076 0.8% 91% False False 132
10 0.9021 0.8456 0.0565 6.3% 0.0073 0.8% 95% False False 76
20 0.9021 0.8397 0.0624 6.9% 0.0071 0.8% 96% False False 67
40 0.9021 0.7920 0.1101 12.2% 0.0060 0.7% 97% False False 51
60 0.9021 0.7725 0.1296 14.4% 0.0056 0.6% 98% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9394
2.618 0.9249
1.618 0.9160
1.000 0.9105
0.618 0.9071
HIGH 0.9016
0.618 0.8982
0.500 0.8972
0.382 0.8961
LOW 0.8927
0.618 0.8872
1.000 0.8838
1.618 0.8783
2.618 0.8694
4.250 0.8549
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 0.8986 0.8976
PP 0.8979 0.8958
S1 0.8972 0.8941

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

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