CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 0.8850 0.8899 0.0049 0.6% 0.8927
High 0.8870 0.8899 0.0029 0.3% 0.9138
Low 0.8804 0.8820 0.0016 0.2% 0.8908
Close 0.8832 0.8823 -0.0009 -0.1% 0.8954
Range 0.0066 0.0079 0.0013 19.7% 0.0230
ATR 0.0126 0.0123 -0.0003 -2.7% 0.0000
Volume 174 101 -73 -42.0% 891
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9084 0.9033 0.8866
R3 0.9005 0.8954 0.8845
R2 0.8926 0.8926 0.8837
R1 0.8875 0.8875 0.8830 0.8861
PP 0.8847 0.8847 0.8847 0.8841
S1 0.8796 0.8796 0.8816 0.8782
S2 0.8768 0.8768 0.8809
S3 0.8689 0.8717 0.8801
S4 0.8610 0.8638 0.8780
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9690 0.9552 0.9081
R3 0.9460 0.9322 0.9017
R2 0.9230 0.9230 0.8996
R1 0.9092 0.9092 0.8975 0.9161
PP 0.9000 0.9000 0.9000 0.9035
S1 0.8862 0.8862 0.8933 0.8931
S2 0.8770 0.8770 0.8912
S3 0.8540 0.8632 0.8891
S4 0.8310 0.8402 0.8828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9138 0.8804 0.0334 3.8% 0.0090 1.0% 6% False False 125
10 0.9250 0.8804 0.0446 5.1% 0.0117 1.3% 4% False False 154
20 0.9265 0.8618 0.0647 7.3% 0.0095 1.1% 32% False False 125
40 0.9265 0.8025 0.1240 14.1% 0.0081 0.9% 64% False False 88
60 0.9265 0.7920 0.1345 15.2% 0.0068 0.8% 67% False False 67
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9106
1.618 0.9027
1.000 0.8978
0.618 0.8948
HIGH 0.8899
0.618 0.8869
0.500 0.8860
0.382 0.8850
LOW 0.8820
0.618 0.8771
1.000 0.8741
1.618 0.8692
2.618 0.8613
4.250 0.8484
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 0.8860 0.8927
PP 0.8847 0.8892
S1 0.8835 0.8858

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

View Archives - Comment on this page... - Back to Index of Symbols