CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 0.9248 0.9250 0.0002 0.0% 0.8885
High 0.9265 0.9250 -0.0015 -0.2% 0.9180
Low 0.9225 0.9010 -0.0215 -2.3% 0.8860
Close 0.9266 0.9039 -0.0227 -2.4% 0.9154
Range 0.0040 0.0240 0.0200 500.0% 0.0320
ATR 0.0095 0.0107 0.0011 12.1% 0.0000
Volume 60 54 -6 -10.0% 517
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9820 0.9669 0.9171
R3 0.9580 0.9429 0.9105
R2 0.9340 0.9340 0.9083
R1 0.9189 0.9189 0.9061 0.9145
PP 0.9100 0.9100 0.9100 0.9077
S1 0.8949 0.8949 0.9017 0.8905
S2 0.8860 0.8860 0.8995
S3 0.8620 0.8709 0.8973
S4 0.8380 0.8469 0.8907
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 0.9265 0.8927 0.0338 3.7% 0.0119 1.3% 33% False False 69
10 0.9265 0.8717 0.0548 6.1% 0.0092 1.0% 59% False False 99
20 0.9265 0.8456 0.0809 9.0% 0.0085 0.9% 72% False False 71
40 0.9265 0.8025 0.1240 13.7% 0.0066 0.7% 82% False False 57
60 0.9265 0.7786 0.1479 16.4% 0.0061 0.7% 85% False False 49
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 0.0013
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.0270
2.618 0.9878
1.618 0.9638
1.000 0.9490
0.618 0.9398
HIGH 0.9250
0.618 0.9158
0.500 0.9130
0.382 0.9102
LOW 0.9010
0.618 0.8862
1.000 0.8770
1.618 0.8622
2.618 0.8382
4.250 0.7990
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 0.9130 0.9138
PP 0.9100 0.9105
S1 0.9069 0.9072

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

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