CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 0.8690 0.8685 -0.0005 -0.1% 0.8775
High 0.8690 0.8685 -0.0005 -0.1% 0.8775
Low 0.8642 0.8600 -0.0042 -0.5% 0.8608
Close 0.8654 0.8615 -0.0039 -0.5% 0.8686
Range 0.0048 0.0085 0.0037 77.1% 0.0167
ATR 0.0101 0.0100 -0.0001 -1.1% 0.0000
Volume 42 64 22 52.4% 395
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8888 0.8837 0.8662
R3 0.8803 0.8752 0.8638
R2 0.8718 0.8718 0.8631
R1 0.8667 0.8667 0.8623 0.8650
PP 0.8633 0.8633 0.8633 0.8625
S1 0.8582 0.8582 0.8607 0.8565
S2 0.8548 0.8548 0.8599
S3 0.8463 0.8497 0.8592
S4 0.8378 0.8412 0.8568
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 0.8600 0.0149 1.7% 0.0067 0.8% 10% False True 80
10 0.8890 0.8600 0.0290 3.4% 0.0072 0.8% 5% False True 71
20 0.9250 0.8600 0.0650 7.5% 0.0094 1.1% 2% False True 113
40 0.9265 0.8456 0.0809 9.4% 0.0085 1.0% 20% False False 92
60 0.9265 0.8025 0.1240 14.4% 0.0074 0.9% 48% False False 75
80 0.9265 0.7725 0.1540 17.9% 0.0067 0.8% 58% False False 65
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9046
2.618 0.8908
1.618 0.8823
1.000 0.8770
0.618 0.8738
HIGH 0.8685
0.618 0.8653
0.500 0.8643
0.382 0.8632
LOW 0.8600
0.618 0.8547
1.000 0.8515
1.618 0.8462
2.618 0.8377
4.250 0.8239
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 0.8643 0.8652
PP 0.8633 0.8640
S1 0.8624 0.8627

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

View Archives - Comment on this page... - Back to Index of Symbols