CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 0.8685 0.8611 -0.0074 -0.9% 0.8775
High 0.8685 0.8750 0.0065 0.7% 0.8775
Low 0.8600 0.8600 0.0000 0.0% 0.8608
Close 0.8615 0.8714 0.0099 1.1% 0.8686
Range 0.0085 0.0150 0.0065 76.5% 0.0167
ATR 0.0100 0.0103 0.0004 3.6% 0.0000
Volume 64 52 -12 -18.8% 395
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9138 0.9076 0.8797
R3 0.8988 0.8926 0.8755
R2 0.8838 0.8838 0.8742
R1 0.8776 0.8776 0.8728 0.8807
PP 0.8688 0.8688 0.8688 0.8704
S1 0.8626 0.8626 0.8700 0.8657
S2 0.8538 0.8538 0.8687
S3 0.8388 0.8476 0.8673
S4 0.8238 0.8326 0.8632
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 0.8750 0.8600 0.0150 1.7% 0.0086 1.0% 76% True True 75
10 0.8890 0.8600 0.0290 3.3% 0.0076 0.9% 39% False True 72
20 0.9165 0.8600 0.0565 6.5% 0.0090 1.0% 20% False True 113
40 0.9265 0.8456 0.0809 9.3% 0.0087 1.0% 32% False False 92
60 0.9265 0.8025 0.1240 14.2% 0.0074 0.9% 56% False False 75
80 0.9265 0.7786 0.1479 17.0% 0.0068 0.8% 63% False False 65
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9388
2.618 0.9143
1.618 0.8993
1.000 0.8900
0.618 0.8843
HIGH 0.8750
0.618 0.8693
0.500 0.8675
0.382 0.8657
LOW 0.8600
0.618 0.8507
1.000 0.8450
1.618 0.8357
2.618 0.8207
4.250 0.7963
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 0.8701 0.8701
PP 0.8688 0.8688
S1 0.8675 0.8675

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

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