CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 0.8927 0.9117 0.0190 2.1% 0.9225
High 0.8962 0.9117 0.0155 1.7% 0.9265
Low 0.8916 0.9064 0.0148 1.7% 0.8929
Close 0.8957 0.9105 0.0148 1.7% 0.8958
Range 0.0046 0.0053 0.0007 15.2% 0.0336
ATR 0.0113 0.0117 0.0003 2.9% 0.0000
Volume 254 286 32 12.6% 560
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9254 0.9233 0.9134
R3 0.9201 0.9180 0.9120
R2 0.9148 0.9148 0.9115
R1 0.9127 0.9127 0.9110 0.9111
PP 0.9095 0.9095 0.9095 0.9088
S1 0.9074 0.9074 0.9100 0.9058
S2 0.9042 0.9042 0.9095
S3 0.8989 0.9021 0.9090
S4 0.8936 0.8968 0.9076
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 0.9250 0.8916 0.0334 3.7% 0.0144 1.6% 57% False False 183
10 0.9265 0.8916 0.0349 3.8% 0.0112 1.2% 54% False False 142
20 0.9265 0.8456 0.0809 8.9% 0.0096 1.1% 80% False False 106
40 0.9265 0.8025 0.1240 13.6% 0.0076 0.8% 87% False False 75
60 0.9265 0.7886 0.1379 15.1% 0.0064 0.7% 88% False False 60
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9342
2.618 0.9256
1.618 0.9203
1.000 0.9170
0.618 0.9150
HIGH 0.9117
0.618 0.9097
0.500 0.9091
0.382 0.9084
LOW 0.9064
0.618 0.9031
1.000 0.9011
1.618 0.8978
2.618 0.8925
4.250 0.8839
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 0.9100 0.9077
PP 0.9095 0.9049
S1 0.9091 0.9021

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

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