CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 0.9240 0.9247 0.0007 0.1% 0.9008
High 0.9300 0.9251 -0.0049 -0.5% 0.9257
Low 0.9180 0.9150 -0.0030 -0.3% 0.9008
Close 0.9241 0.9164 -0.0077 -0.8% 0.9231
Range 0.0120 0.0101 -0.0019 -15.8% 0.0249
ATR 0.0095 0.0095 0.0000 0.4% 0.0000
Volume 134 216 82 61.2% 1,004
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9491 0.9429 0.9220
R3 0.9390 0.9328 0.9192
R2 0.9289 0.9289 0.9183
R1 0.9227 0.9227 0.9173 0.9208
PP 0.9188 0.9188 0.9188 0.9179
S1 0.9126 0.9126 0.9155 0.9107
S2 0.9087 0.9087 0.9145
S3 0.8986 0.9025 0.9136
S4 0.8885 0.8924 0.9108
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9912 0.9821 0.9368
R3 0.9663 0.9572 0.9299
R2 0.9414 0.9414 0.9277
R1 0.9323 0.9323 0.9254 0.9369
PP 0.9165 0.9165 0.9165 0.9188
S1 0.9074 0.9074 0.9208 0.9120
S2 0.8916 0.8916 0.9185
S3 0.8667 0.8825 0.9163
S4 0.8418 0.8576 0.9094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9300 0.9095 0.0205 2.2% 0.0097 1.1% 34% False False 165
10 0.9300 0.8940 0.0360 3.9% 0.0082 0.9% 62% False False 160
20 0.9300 0.8540 0.0760 8.3% 0.0079 0.9% 82% False False 109
40 0.9300 0.8540 0.0760 8.3% 0.0084 0.9% 82% False False 111
60 0.9300 0.8456 0.0844 9.2% 0.0085 0.9% 84% False False 97
80 0.9300 0.8025 0.1275 13.9% 0.0075 0.8% 89% False False 84
100 0.9300 0.7786 0.1514 16.5% 0.0070 0.8% 91% False False 73
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9680
2.618 0.9515
1.618 0.9414
1.000 0.9352
0.618 0.9313
HIGH 0.9251
0.618 0.9212
0.500 0.9201
0.382 0.9189
LOW 0.9150
0.618 0.9088
1.000 0.9049
1.618 0.8987
2.618 0.8886
4.250 0.8721
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 0.9201 0.9225
PP 0.9188 0.9205
S1 0.9176 0.9184

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

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