CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 0.8618 0.8615 -0.0003 0.0% 0.8585
High 0.8618 0.8684 0.0066 0.8% 0.8657
Low 0.8576 0.8591 0.0015 0.2% 0.8540
Close 0.8604 0.8680 0.0076 0.9% 0.8604
Range 0.0042 0.0093 0.0051 121.4% 0.0117
ATR 0.0088 0.0088 0.0000 0.4% 0.0000
Volume 34 47 13 38.2% 305
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8931 0.8898 0.8731
R3 0.8838 0.8805 0.8706
R2 0.8745 0.8745 0.8697
R1 0.8712 0.8712 0.8689 0.8729
PP 0.8652 0.8652 0.8652 0.8660
S1 0.8619 0.8619 0.8671 0.8636
S2 0.8559 0.8559 0.8663
S3 0.8466 0.8526 0.8654
S4 0.8373 0.8433 0.8629
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8951 0.8895 0.8668
R3 0.8834 0.8778 0.8636
R2 0.8717 0.8717 0.8625
R1 0.8661 0.8661 0.8615 0.8689
PP 0.8600 0.8600 0.8600 0.8615
S1 0.8544 0.8544 0.8593 0.8572
S2 0.8483 0.8483 0.8583
S3 0.8366 0.8427 0.8572
S4 0.8249 0.8310 0.8540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8684 0.8540 0.0144 1.7% 0.0069 0.8% 97% True False 64
10 0.8750 0.8540 0.0210 2.4% 0.0072 0.8% 67% False False 56
20 0.8899 0.8540 0.0359 4.1% 0.0072 0.8% 39% False False 66
40 0.9265 0.8456 0.0809 9.3% 0.0086 1.0% 28% False False 93
60 0.9265 0.8025 0.1240 14.3% 0.0077 0.9% 53% False False 79
80 0.9265 0.7920 0.1345 15.5% 0.0068 0.8% 57% False False 66
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9079
2.618 0.8927
1.618 0.8834
1.000 0.8777
0.618 0.8741
HIGH 0.8684
0.618 0.8648
0.500 0.8638
0.382 0.8627
LOW 0.8591
0.618 0.8534
1.000 0.8498
1.618 0.8441
2.618 0.8348
4.250 0.8196
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 0.8666 0.8663
PP 0.8652 0.8647
S1 0.8638 0.8630

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

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