CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 0.8830 0.8775 -0.0055 -0.6% 0.8850
High 0.8861 0.8775 -0.0086 -1.0% 0.8899
Low 0.8820 0.8664 -0.0156 -1.8% 0.8756
Close 0.8826 0.8690 -0.0136 -1.5% 0.8826
Range 0.0041 0.0111 0.0070 170.7% 0.0143
ATR 0.0112 0.0115 0.0004 3.2% 0.0000
Volume 116 39 -77 -66.4% 492
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9043 0.8977 0.8751
R3 0.8932 0.8866 0.8721
R2 0.8821 0.8821 0.8710
R1 0.8755 0.8755 0.8700 0.8733
PP 0.8710 0.8710 0.8710 0.8698
S1 0.8644 0.8644 0.8680 0.8622
S2 0.8599 0.8599 0.8670
S3 0.8488 0.8533 0.8659
S4 0.8377 0.8422 0.8629
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9256 0.9184 0.8905
R3 0.9113 0.9041 0.8865
R2 0.8970 0.8970 0.8852
R1 0.8898 0.8898 0.8839 0.8863
PP 0.8827 0.8827 0.8827 0.8809
S1 0.8755 0.8755 0.8813 0.8720
S2 0.8684 0.8684 0.8800
S3 0.8541 0.8612 0.8787
S4 0.8398 0.8469 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8899 0.8664 0.0235 2.7% 0.0080 0.9% 11% False True 71
10 0.9138 0.8664 0.0474 5.5% 0.0082 0.9% 5% False True 116
20 0.9265 0.8664 0.0601 6.9% 0.0099 1.1% 4% False True 124
40 0.9265 0.8179 0.1086 12.5% 0.0082 0.9% 47% False False 87
60 0.9265 0.7920 0.1345 15.5% 0.0072 0.8% 57% False False 70
80 0.9265 0.7725 0.1540 17.7% 0.0066 0.8% 63% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9247
2.618 0.9066
1.618 0.8955
1.000 0.8886
0.618 0.8844
HIGH 0.8775
0.618 0.8733
0.500 0.8720
0.382 0.8706
LOW 0.8664
0.618 0.8595
1.000 0.8553
1.618 0.8484
2.618 0.8373
4.250 0.8192
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 0.8720 0.8777
PP 0.8710 0.8748
S1 0.8700 0.8719

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

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