CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 0.8675 0.8725 0.0050 0.6% 0.8850
High 0.8710 0.8749 0.0039 0.4% 0.8899
Low 0.8650 0.8697 0.0047 0.5% 0.8756
Close 0.8694 0.8690 -0.0004 0.0% 0.8826
Range 0.0060 0.0052 -0.0008 -13.3% 0.0143
ATR 0.0111 0.0107 -0.0004 -3.6% 0.0000
Volume 59 79 20 33.9% 492
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8868 0.8831 0.8719
R3 0.8816 0.8779 0.8704
R2 0.8764 0.8764 0.8700
R1 0.8727 0.8727 0.8695 0.8720
PP 0.8712 0.8712 0.8712 0.8708
S1 0.8675 0.8675 0.8685 0.8668
S2 0.8660 0.8660 0.8680
S3 0.8608 0.8623 0.8676
S4 0.8556 0.8571 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% 0.0066 0.8% 17% False False 68
10 0.9138 0.8650 0.0488 5.6% 0.0081 0.9% 8% False False 93
20 0.9265 0.8650 0.0615 7.1% 0.0098 1.1% 7% False False 111
40 0.9265 0.8305 0.0960 11.0% 0.0084 1.0% 40% False False 89
60 0.9265 0.7920 0.1345 15.5% 0.0072 0.8% 57% False False 72
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8970
2.618 0.8885
1.618 0.8833
1.000 0.8801
0.618 0.8781
HIGH 0.8749
0.618 0.8729
0.500 0.8723
0.382 0.8717
LOW 0.8697
0.618 0.8665
1.000 0.8645
1.618 0.8613
2.618 0.8561
4.250 0.8476
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 0.8723 0.8713
PP 0.8712 0.8705
S1 0.8701 0.8698

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

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