CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 0.8775 0.8675 -0.0100 -1.1% 0.8850
High 0.8775 0.8710 -0.0065 -0.7% 0.8899
Low 0.8664 0.8650 -0.0014 -0.2% 0.8756
Close 0.8690 0.8694 0.0004 0.0% 0.8826
Range 0.0111 0.0060 -0.0051 -45.9% 0.0143
ATR 0.0115 0.0111 -0.0004 -3.4% 0.0000
Volume 39 59 20 51.3% 492
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8865 0.8839 0.8727
R3 0.8805 0.8779 0.8711
R2 0.8745 0.8745 0.8705
R1 0.8719 0.8719 0.8700 0.8732
PP 0.8685 0.8685 0.8685 0.8691
S1 0.8659 0.8659 0.8689 0.8672
S2 0.8625 0.8625 0.8683
S3 0.8565 0.8599 0.8678
S4 0.8505 0.8539 0.8661
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 0.8890 0.8650 0.0240 2.8% 0.0076 0.9% 18% False True 63
10 0.9138 0.8650 0.0488 5.6% 0.0083 1.0% 9% False True 94
20 0.9265 0.8650 0.0615 7.1% 0.0097 1.1% 7% False True 118
40 0.9265 0.8179 0.1086 12.5% 0.0083 0.9% 47% False False 87
60 0.9265 0.7920 0.1345 15.5% 0.0073 0.8% 58% False False 71
80 0.9265 0.7725 0.1540 17.7% 0.0066 0.8% 63% False False 64
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8965
2.618 0.8867
1.618 0.8807
1.000 0.8770
0.618 0.8747
HIGH 0.8710
0.618 0.8687
0.500 0.8680
0.382 0.8673
LOW 0.8650
0.618 0.8613
1.000 0.8590
1.618 0.8553
2.618 0.8493
4.250 0.8395
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 0.8689 0.8756
PP 0.8685 0.8735
S1 0.8680 0.8715

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

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