CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 0.8691 0.8853 0.0162 1.9% 0.8585
High 0.8810 0.9000 0.0190 2.2% 0.8657
Low 0.8680 0.8848 0.0168 1.9% 0.8540
Close 0.8808 0.8997 0.0189 2.1% 0.8604
Range 0.0130 0.0152 0.0022 16.9% 0.0117
ATR 0.0091 0.0098 0.0007 7.9% 0.0000
Volume 59 72 13 22.0% 305
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9404 0.9353 0.9081
R3 0.9252 0.9201 0.9039
R2 0.9100 0.9100 0.9025
R1 0.9049 0.9049 0.9011 0.9075
PP 0.8948 0.8948 0.8948 0.8961
S1 0.8897 0.8897 0.8983 0.8923
S2 0.8796 0.8796 0.8969
S3 0.8644 0.8745 0.8955
S4 0.8492 0.8593 0.8913
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 0.9000 0.8576 0.0424 4.7% 0.0096 1.1% 99% True False 65
10 0.9000 0.8540 0.0460 5.1% 0.0077 0.9% 99% True False 58
20 0.9000 0.8540 0.0460 5.1% 0.0076 0.8% 99% True False 65
40 0.9265 0.8540 0.0725 8.1% 0.0087 1.0% 63% False False 95
60 0.9265 0.8066 0.1199 13.3% 0.0080 0.9% 78% False False 80
80 0.9265 0.7920 0.1345 14.9% 0.0071 0.8% 80% False False 67
100 0.9265 0.7725 0.1540 17.1% 0.0067 0.7% 83% False False 62
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 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9646
2.618 0.9398
1.618 0.9246
1.000 0.9152
0.618 0.9094
HIGH 0.9000
0.618 0.8942
0.500 0.8924
0.382 0.8906
LOW 0.8848
0.618 0.8754
1.000 0.8696
1.618 0.8602
2.618 0.8450
4.250 0.8202
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 0.8973 0.8930
PP 0.8948 0.8863
S1 0.8924 0.8796

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

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