CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 0.8596 0.8630 0.0034 0.4% 0.8690
High 0.8620 0.8657 0.0037 0.4% 0.8750
Low 0.8540 0.8596 0.0056 0.7% 0.8600
Close 0.8543 0.8617 0.0074 0.9% 0.8618
Range 0.0080 0.0061 -0.0019 -23.8% 0.0150
ATR 0.0090 0.0091 0.0002 1.9% 0.0000
Volume 62 115 53 85.5% 255
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8806 0.8773 0.8651
R3 0.8745 0.8712 0.8634
R2 0.8684 0.8684 0.8628
R1 0.8651 0.8651 0.8623 0.8637
PP 0.8623 0.8623 0.8623 0.8617
S1 0.8590 0.8590 0.8611 0.8576
S2 0.8562 0.8562 0.8606
S3 0.8501 0.8529 0.8600
S4 0.8440 0.8468 0.8583
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 0.8657 0.8540 0.0117 1.4% 0.0051 0.6% 66% True False 60
10 0.8750 0.8540 0.0210 2.4% 0.0066 0.8% 37% False False 67
20 0.9050 0.8540 0.0510 5.9% 0.0075 0.9% 15% False False 75
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% 0.0076 0.9% 48% False False 79
80 0.9265 0.7893 0.1372 15.9% 0.0068 0.8% 53% False False 65
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8916
2.618 0.8817
1.618 0.8756
1.000 0.8718
0.618 0.8695
HIGH 0.8657
0.618 0.8634
0.500 0.8627
0.382 0.8619
LOW 0.8596
0.618 0.8558
1.000 0.8535
1.618 0.8497
2.618 0.8436
4.250 0.8337
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 0.8627 0.8611
PP 0.8623 0.8605
S1 0.8620 0.8599

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

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