CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 0.8725 0.8667 -0.0058 -0.7% 0.8850
High 0.8749 0.8728 -0.0021 -0.2% 0.8899
Low 0.8697 0.8608 -0.0089 -1.0% 0.8756
Close 0.8690 0.8647 -0.0043 -0.5% 0.8826
Range 0.0052 0.0120 0.0068 130.8% 0.0143
ATR 0.0107 0.0108 0.0001 0.8% 0.0000
Volume 79 72 -7 -8.9% 492
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9021 0.8954 0.8713
R3 0.8901 0.8834 0.8680
R2 0.8781 0.8781 0.8669
R1 0.8714 0.8714 0.8658 0.8688
PP 0.8661 0.8661 0.8661 0.8648
S1 0.8594 0.8594 0.8636 0.8568
S2 0.8541 0.8541 0.8625
S3 0.8421 0.8474 0.8614
S4 0.8301 0.8354 0.8581
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 0.8861 0.8608 0.0253 2.9% 0.0077 0.9% 15% False True 73
10 0.9050 0.8608 0.0442 5.1% 0.0084 1.0% 9% False True 84
20 0.9265 0.8608 0.0657 7.6% 0.0100 1.2% 6% False True 113
40 0.9265 0.8397 0.0868 10.0% 0.0085 1.0% 29% False False 90
60 0.9265 0.7920 0.1345 15.6% 0.0073 0.8% 54% False False 72
80 0.9265 0.7725 0.1540 17.8% 0.0067 0.8% 60% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9238
2.618 0.9042
1.618 0.8922
1.000 0.8848
0.618 0.8802
HIGH 0.8728
0.618 0.8682
0.500 0.8668
0.382 0.8654
LOW 0.8608
0.618 0.8534
1.000 0.8488
1.618 0.8414
2.618 0.8294
4.250 0.8098
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 0.8668 0.8679
PP 0.8661 0.8668
S1 0.8654 0.8658

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

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