CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 0.9000 0.9055 0.0055 0.6% 0.9225
High 0.9165 0.9126 -0.0039 -0.4% 0.9265
Low 0.8980 0.8929 -0.0051 -0.6% 0.8929
Close 0.9129 0.8958 -0.0171 -1.9% 0.8958
Range 0.0185 0.0197 0.0012 6.5% 0.0336
ATR 0.0112 0.0118 0.0006 5.6% 0.0000
Volume 163 162 -1 -0.6% 560
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9595 0.9474 0.9066
R3 0.9398 0.9277 0.9012
R2 0.9201 0.9201 0.8994
R1 0.9080 0.9080 0.8976 0.9042
PP 0.9004 0.9004 0.9004 0.8986
S1 0.8883 0.8883 0.8940 0.8845
S2 0.8807 0.8807 0.8922
S3 0.8610 0.8686 0.8904
S4 0.8413 0.8489 0.8850
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0059 0.9844 0.9143
R3 0.9723 0.9508 0.9050
R2 0.9387 0.9387 0.9020
R1 0.9172 0.9172 0.8989 0.9112
PP 0.9051 0.9051 0.9051 0.9020
S1 0.8836 0.8836 0.8927 0.8776
S2 0.8715 0.8715 0.8896
S3 0.8379 0.8500 0.8866
S4 0.8043 0.8164 0.8773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9265 0.8929 0.0336 3.8% 0.0149 1.7% 9% False True 112
10 0.9265 0.8860 0.0405 4.5% 0.0117 1.3% 24% False False 121
20 0.9265 0.8456 0.0809 9.0% 0.0097 1.1% 62% False False 82
40 0.9265 0.8025 0.1240 13.8% 0.0075 0.8% 75% False False 63
60 0.9265 0.7786 0.1479 16.5% 0.0066 0.7% 79% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9963
2.618 0.9642
1.618 0.9445
1.000 0.9323
0.618 0.9248
HIGH 0.9126
0.618 0.9051
0.500 0.9028
0.382 0.9004
LOW 0.8929
0.618 0.8807
1.000 0.8732
1.618 0.8610
2.618 0.8413
4.250 0.8092
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 0.9028 0.9090
PP 0.9004 0.9046
S1 0.8981 0.9002

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

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