CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 0.8667 0.8681 0.0014 0.2% 0.8775
High 0.8728 0.8704 -0.0024 -0.3% 0.8775
Low 0.8608 0.8675 0.0067 0.8% 0.8608
Close 0.8647 0.8686 0.0039 0.5% 0.8686
Range 0.0120 0.0029 -0.0091 -75.8% 0.0167
ATR 0.0108 0.0105 -0.0004 -3.4% 0.0000
Volume 72 146 74 102.8% 395
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8775 0.8760 0.8702
R3 0.8746 0.8731 0.8694
R2 0.8717 0.8717 0.8691
R1 0.8702 0.8702 0.8689 0.8710
PP 0.8688 0.8688 0.8688 0.8692
S1 0.8673 0.8673 0.8683 0.8681
S2 0.8659 0.8659 0.8681
S3 0.8630 0.8644 0.8678
S4 0.8601 0.8615 0.8670
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9191 0.9105 0.8778
R3 0.9024 0.8938 0.8732
R2 0.8857 0.8857 0.8717
R1 0.8771 0.8771 0.8701 0.8731
PP 0.8690 0.8690 0.8690 0.8669
S1 0.8604 0.8604 0.8671 0.8564
S2 0.8523 0.8523 0.8655
S3 0.8356 0.8437 0.8640
S4 0.8189 0.8270 0.8594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8775 0.8608 0.0167 1.9% 0.0074 0.9% 47% False False 79
10 0.8899 0.8608 0.0291 3.4% 0.0073 0.8% 27% False False 88
20 0.9265 0.8608 0.0657 7.6% 0.0094 1.1% 12% False False 116
40 0.9265 0.8420 0.0845 9.7% 0.0085 1.0% 31% False False 93
60 0.9265 0.8025 0.1240 14.3% 0.0073 0.8% 53% False False 74
80 0.9265 0.7725 0.1540 17.7% 0.0066 0.8% 62% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8827
2.618 0.8780
1.618 0.8751
1.000 0.8733
0.618 0.8722
HIGH 0.8704
0.618 0.8693
0.500 0.8690
0.382 0.8686
LOW 0.8675
0.618 0.8657
1.000 0.8646
1.618 0.8628
2.618 0.8599
4.250 0.8552
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 0.8690 0.8684
PP 0.8688 0.8681
S1 0.8687 0.8679

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

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