CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 0.8927 0.9035 0.0108 1.2% 0.8885
High 0.9016 0.9180 0.0164 1.8% 0.9180
Low 0.8927 0.9035 0.0108 1.2% 0.8860
Close 0.8993 0.9154 0.0161 1.8% 0.9154
Range 0.0089 0.0145 0.0056 62.9% 0.0320
ATR 0.0090 0.0097 0.0007 7.7% 0.0000
Volume 31 79 48 154.8% 517
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 0.9558 0.9501 0.9234
R3 0.9413 0.9356 0.9194
R2 0.9268 0.9268 0.9181
R1 0.9211 0.9211 0.9167 0.9240
PP 0.9123 0.9123 0.9123 0.9137
S1 0.9066 0.9066 0.9141 0.9095
S2 0.8978 0.8978 0.9127
S3 0.8833 0.8921 0.9114
S4 0.8688 0.8776 0.9074
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.0025 0.9909 0.9330
R3 0.9705 0.9589 0.9242
R2 0.9385 0.9385 0.9213
R1 0.9269 0.9269 0.9183 0.9327
PP 0.9065 0.9065 0.9065 0.9094
S1 0.8949 0.8949 0.9125 0.9007
S2 0.8745 0.8745 0.9095
S3 0.8425 0.8629 0.9066
S4 0.8105 0.8309 0.8978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9180 0.8860 0.0320 3.5% 0.0086 0.9% 92% True False 130
10 0.9180 0.8456 0.0724 7.9% 0.0085 0.9% 96% True False 80
20 0.9180 0.8420 0.0760 8.3% 0.0077 0.8% 97% True False 70
40 0.9180 0.8025 0.1155 12.6% 0.0062 0.7% 98% True False 53
60 0.9180 0.7725 0.1455 15.9% 0.0057 0.6% 98% True False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9796
2.618 0.9560
1.618 0.9415
1.000 0.9325
0.618 0.9270
HIGH 0.9180
0.618 0.9125
0.500 0.9108
0.382 0.9090
LOW 0.9035
0.618 0.8945
1.000 0.8890
1.618 0.8800
2.618 0.8655
4.250 0.8419
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 0.9139 0.9121
PP 0.9123 0.9087
S1 0.9108 0.9054

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

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