CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 0.8618 0.8596 -0.0022 -0.3% 0.8690
High 0.8655 0.8620 -0.0035 -0.4% 0.8750
Low 0.8587 0.8540 -0.0047 -0.5% 0.8600
Close 0.8595 0.8543 -0.0052 -0.6% 0.8618
Range 0.0068 0.0080 0.0012 17.6% 0.0150
ATR 0.0090 0.0090 -0.0001 -0.8% 0.0000
Volume 62 62 0 0.0% 255
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8808 0.8755 0.8587
R3 0.8728 0.8675 0.8565
R2 0.8648 0.8648 0.8558
R1 0.8595 0.8595 0.8550 0.8582
PP 0.8568 0.8568 0.8568 0.8561
S1 0.8515 0.8515 0.8536 0.8502
S2 0.8488 0.8488 0.8528
S3 0.8408 0.8435 0.8521
S4 0.8328 0.8355 0.8499
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 0.8706 0.8540 0.0166 1.9% 0.0058 0.7% 2% False True 50
10 0.8750 0.8540 0.0210 2.5% 0.0072 0.8% 1% False True 62
20 0.9138 0.8540 0.0598 7.0% 0.0076 0.9% 1% False True 78
40 0.9265 0.8456 0.0809 9.5% 0.0086 1.0% 11% False False 93
60 0.9265 0.8025 0.1240 14.5% 0.0076 0.9% 42% False False 77
80 0.9265 0.7886 0.1379 16.1% 0.0068 0.8% 48% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8960
2.618 0.8829
1.618 0.8749
1.000 0.8700
0.618 0.8669
HIGH 0.8620
0.618 0.8589
0.500 0.8580
0.382 0.8571
LOW 0.8540
0.618 0.8491
1.000 0.8460
1.618 0.8411
2.618 0.8331
4.250 0.8200
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 0.8580 0.8598
PP 0.8568 0.8579
S1 0.8555 0.8561

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

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