CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 0.8681 0.8690 0.0009 0.1% 0.8775
High 0.8704 0.8690 -0.0014 -0.2% 0.8775
Low 0.8675 0.8642 -0.0033 -0.4% 0.8608
Close 0.8686 0.8654 -0.0032 -0.4% 0.8686
Range 0.0029 0.0048 0.0019 65.5% 0.0167
ATR 0.0105 0.0101 -0.0004 -3.9% 0.0000
Volume 146 42 -104 -71.2% 395
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8806 0.8778 0.8680
R3 0.8758 0.8730 0.8667
R2 0.8710 0.8710 0.8663
R1 0.8682 0.8682 0.8658 0.8672
PP 0.8662 0.8662 0.8662 0.8657
S1 0.8634 0.8634 0.8650 0.8624
S2 0.8614 0.8614 0.8645
S3 0.8566 0.8586 0.8641
S4 0.8518 0.8538 0.8628
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 0.8749 0.8608 0.0141 1.6% 0.0062 0.7% 33% False False 79
10 0.8899 0.8608 0.0291 3.4% 0.0071 0.8% 16% False False 75
20 0.9265 0.8608 0.0657 7.6% 0.0092 1.1% 7% False False 112
40 0.9265 0.8440 0.0825 9.5% 0.0085 1.0% 26% False False 93
60 0.9265 0.8025 0.1240 14.3% 0.0073 0.8% 51% False False 74
80 0.9265 0.7725 0.1540 17.8% 0.0066 0.8% 60% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8894
2.618 0.8816
1.618 0.8768
1.000 0.8738
0.618 0.8720
HIGH 0.8690
0.618 0.8672
0.500 0.8666
0.382 0.8660
LOW 0.8642
0.618 0.8612
1.000 0.8594
1.618 0.8564
2.618 0.8516
4.250 0.8438
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 0.8666 0.8668
PP 0.8662 0.8663
S1 0.8658 0.8659

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

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