CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 0.9047 0.9095 0.0048 0.5% 0.8615
High 0.9125 0.9224 0.0099 1.1% 0.9000
Low 0.9047 0.9095 0.0048 0.5% 0.8591
Close 0.9107 0.9217 0.0110 1.2% 0.8966
Range 0.0078 0.0129 0.0051 65.4% 0.0409
ATR 0.0094 0.0097 0.0002 2.7% 0.0000
Volume 363 209 -154 -42.4% 348
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9566 0.9520 0.9288
R3 0.9437 0.9391 0.9252
R2 0.9308 0.9308 0.9241
R1 0.9262 0.9262 0.9229 0.9285
PP 0.9179 0.9179 0.9179 0.9190
S1 0.9133 0.9133 0.9205 0.9156
S2 0.9050 0.9050 0.9193
S3 0.8921 0.9004 0.9182
S4 0.8792 0.8875 0.9146
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0079 0.9932 0.9191
R3 0.9670 0.9523 0.9078
R2 0.9261 0.9261 0.9041
R1 0.9114 0.9114 0.9003 0.9188
PP 0.8852 0.8852 0.8852 0.8889
S1 0.8705 0.8705 0.8929 0.8779
S2 0.8443 0.8443 0.8891
S3 0.8034 0.8296 0.8854
S4 0.7625 0.7887 0.8741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9224 0.8942 0.0282 3.1% 0.0086 0.9% 98% True False 177
10 0.9224 0.8576 0.0648 7.0% 0.0088 0.9% 99% True False 119
20 0.9224 0.8540 0.0684 7.4% 0.0077 0.8% 99% True False 93
40 0.9265 0.8540 0.0725 7.9% 0.0088 1.0% 93% False False 103
60 0.9265 0.8397 0.0868 9.4% 0.0083 0.9% 94% False False 91
80 0.9265 0.7920 0.1345 14.6% 0.0074 0.8% 96% False False 77
100 0.9265 0.7725 0.1540 16.7% 0.0069 0.7% 97% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9772
2.618 0.9562
1.618 0.9433
1.000 0.9353
0.618 0.9304
HIGH 0.9224
0.618 0.9175
0.500 0.9160
0.382 0.9144
LOW 0.9095
0.618 0.9015
1.000 0.8966
1.618 0.8886
2.618 0.8757
4.250 0.8547
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 0.9198 0.9184
PP 0.9179 0.9150
S1 0.9160 0.9117

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

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