CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 0.9117 0.9050 -0.0067 -0.7% 0.9225
High 0.9117 0.9050 -0.0067 -0.7% 0.9265
Low 0.9064 0.8975 -0.0089 -1.0% 0.8929
Close 0.9105 0.9027 -0.0078 -0.9% 0.8958
Range 0.0053 0.0075 0.0022 41.5% 0.0336
ATR 0.0117 0.0118 0.0001 0.8% 0.0000
Volume 286 84 -202 -70.6% 560
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9242 0.9210 0.9068
R3 0.9167 0.9135 0.9048
R2 0.9092 0.9092 0.9041
R1 0.9060 0.9060 0.9034 0.9039
PP 0.9017 0.9017 0.9017 0.9007
S1 0.8985 0.8985 0.9020 0.8964
S2 0.8942 0.8942 0.9013
S3 0.8867 0.8910 0.9006
S4 0.8792 0.8835 0.8986
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 0.9165 0.8916 0.0249 2.8% 0.0111 1.2% 45% False False 189
10 0.9265 0.8916 0.0349 3.9% 0.0115 1.3% 32% False False 129
20 0.9265 0.8456 0.0809 9.0% 0.0095 1.1% 71% False False 109
40 0.9265 0.8025 0.1240 13.7% 0.0076 0.8% 81% False False 77
60 0.9265 0.7886 0.1379 15.3% 0.0065 0.7% 83% False False 59
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9369
2.618 0.9246
1.618 0.9171
1.000 0.9125
0.618 0.9096
HIGH 0.9050
0.618 0.9021
0.500 0.9013
0.382 0.9004
LOW 0.8975
0.618 0.8929
1.000 0.8900
1.618 0.8854
2.618 0.8779
4.250 0.8656
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 0.9022 0.9024
PP 0.9017 0.9020
S1 0.9013 0.9017

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

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