CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 0.9113 0.9197 0.0084 0.9% 0.9267
High 0.9232 0.9264 0.0032 0.3% 0.9330
Low 0.9075 0.9145 0.0070 0.8% 0.9075
Close 0.9224 0.9150 -0.0074 -0.8% 0.9150
Range 0.0157 0.0119 -0.0038 -24.2% 0.0255
ATR 0.0112 0.0112 0.0001 0.5% 0.0000
Volume 951 579 -372 -39.1% 3,099
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9543 0.9466 0.9215
R3 0.9424 0.9347 0.9183
R2 0.9305 0.9305 0.9172
R1 0.9228 0.9228 0.9161 0.9207
PP 0.9186 0.9186 0.9186 0.9176
S1 0.9109 0.9109 0.9139 0.9088
S2 0.9067 0.9067 0.9128
S3 0.8948 0.8990 0.9117
S4 0.8829 0.8871 0.9085
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9950 0.9805 0.9290
R3 0.9695 0.9550 0.9220
R2 0.9440 0.9440 0.9197
R1 0.9295 0.9295 0.9173 0.9240
PP 0.9185 0.9185 0.9185 0.9158
S1 0.9040 0.9040 0.9127 0.8985
S2 0.8930 0.8930 0.9103
S3 0.8675 0.8785 0.9080
S4 0.8420 0.8530 0.9010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9330 0.9075 0.0255 2.8% 0.0124 1.4% 29% False False 619
10 0.9330 0.8991 0.0339 3.7% 0.0113 1.2% 47% False False 457
20 0.9405 0.8991 0.0414 4.5% 0.0112 1.2% 38% False False 366
40 0.9405 0.8540 0.0865 9.5% 0.0097 1.1% 71% False False 253
60 0.9405 0.8540 0.0865 9.5% 0.0090 1.0% 71% False False 202
80 0.9405 0.8456 0.0949 10.4% 0.0092 1.0% 73% False False 172
100 0.9405 0.8025 0.1380 15.1% 0.0084 0.9% 82% False False 147
120 0.9405 0.7786 0.1619 17.7% 0.0078 0.8% 84% False False 128
Crabel Price Patterns
NR True
NR4 True
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 0.0033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9770
2.618 0.9576
1.618 0.9457
1.000 0.9383
0.618 0.9338
HIGH 0.9264
0.618 0.9219
0.500 0.9205
0.382 0.9190
LOW 0.9145
0.618 0.9071
1.000 0.9026
1.618 0.8952
2.618 0.8833
4.250 0.8639
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 0.9205 0.9170
PP 0.9186 0.9163
S1 0.9168 0.9157

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

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