CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 0.8706 0.8618 -0.0088 -1.0% 0.8690
High 0.8706 0.8618 -0.0088 -1.0% 0.8750
Low 0.8608 0.8618 0.0010 0.1% 0.8600
Close 0.8618 0.8618 0.0000 0.0% 0.8618
Range 0.0098 0.0000 -0.0098 -100.0% 0.0150
ATR 0.0103 0.0096 -0.0007 -7.1% 0.0000
Volume 65 32 -33 -50.8% 255
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8618 0.8618 0.8618
R3 0.8618 0.8618 0.8618
R2 0.8618 0.8618 0.8618
R1 0.8618 0.8618 0.8618 0.8618
PP 0.8618 0.8618 0.8618 0.8618
S1 0.8618 0.8618 0.8618 0.8618
S2 0.8618 0.8618 0.8618
S3 0.8618 0.8618 0.8618
S4 0.8618 0.8618 0.8618
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9106 0.9012 0.8701
R3 0.8956 0.8862 0.8659
R2 0.8806 0.8806 0.8646
R1 0.8712 0.8712 0.8632 0.8684
PP 0.8656 0.8656 0.8656 0.8642
S1 0.8562 0.8562 0.8604 0.8534
S2 0.8506 0.8506 0.8591
S3 0.8356 0.8412 0.8577
S4 0.8206 0.8262 0.8536
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% 0.0076 0.9% 12% False False 51
10 0.8775 0.8600 0.0175 2.0% 0.0075 0.9% 10% False False 65
20 0.9138 0.8600 0.0538 6.2% 0.0076 0.9% 3% False False 101
40 0.9265 0.8456 0.0809 9.4% 0.0086 1.0% 20% False False 92
60 0.9265 0.8025 0.1240 14.4% 0.0076 0.9% 48% False False 76
80 0.9265 0.7786 0.1479 17.2% 0.0068 0.8% 56% False False 65
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.8618
2.618 0.8618
1.618 0.8618
1.000 0.8618
0.618 0.8618
HIGH 0.8618
0.618 0.8618
0.500 0.8618
0.382 0.8618
LOW 0.8618
0.618 0.8618
1.000 0.8618
1.618 0.8618
2.618 0.8618
4.250 0.8618
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 0.8618 0.8675
PP 0.8618 0.8656
S1 0.8618 0.8637

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

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