CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 0.8618 0.8585 -0.0033 -0.4% 0.8690
High 0.8618 0.8629 0.0011 0.1% 0.8750
Low 0.8618 0.8585 -0.0033 -0.4% 0.8600
Close 0.8618 0.8612 -0.0006 -0.1% 0.8618
Range 0.0000 0.0044 0.0044 0.0150
ATR 0.0096 0.0092 -0.0004 -3.9% 0.0000
Volume 32 32 0 0.0% 255
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8741 0.8720 0.8636
R3 0.8697 0.8676 0.8624
R2 0.8653 0.8653 0.8620
R1 0.8632 0.8632 0.8616 0.8643
PP 0.8609 0.8609 0.8609 0.8614
S1 0.8588 0.8588 0.8608 0.8599
S2 0.8565 0.8565 0.8604
S3 0.8521 0.8544 0.8600
S4 0.8477 0.8500 0.8588
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 0.8585 0.0165 1.9% 0.0075 0.9% 16% False True 49
10 0.8750 0.8585 0.0165 1.9% 0.0069 0.8% 16% False True 64
20 0.9138 0.8585 0.0553 6.4% 0.0075 0.9% 5% False True 90
40 0.9265 0.8456 0.0809 9.4% 0.0086 1.0% 19% False False 92
60 0.9265 0.8025 0.1240 14.4% 0.0076 0.9% 47% False False 76
80 0.9265 0.7840 0.1425 16.5% 0.0068 0.8% 54% 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 True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8816
2.618 0.8744
1.618 0.8700
1.000 0.8673
0.618 0.8656
HIGH 0.8629
0.618 0.8612
0.500 0.8607
0.382 0.8602
LOW 0.8585
0.618 0.8558
1.000 0.8541
1.618 0.8514
2.618 0.8470
4.250 0.8398
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 0.8610 0.8646
PP 0.8609 0.8634
S1 0.8607 0.8623

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

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