CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 0.9255 0.9347 0.0092 1.0% 0.9159
High 0.9352 0.9484 0.0132 1.4% 0.9372
Low 0.9237 0.9331 0.0094 1.0% 0.9094
Close 0.9350 0.9436 0.0086 0.9% 0.9235
Range 0.0115 0.0153 0.0038 33.0% 0.0278
ATR 0.0125 0.0127 0.0002 1.6% 0.0000
Volume 82,725 54,312 -28,413 -34.3% 373,401
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9876 0.9809 0.9520
R3 0.9723 0.9656 0.9478
R2 0.9570 0.9570 0.9464
R1 0.9503 0.9503 0.9450 0.9537
PP 0.9417 0.9417 0.9417 0.9434
S1 0.9350 0.9350 0.9422 0.9384
S2 0.9264 0.9264 0.9408
S3 0.9111 0.9197 0.9394
S4 0.8958 0.9044 0.9352
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0068 0.9929 0.9388
R3 0.9790 0.9651 0.9311
R2 0.9512 0.9512 0.9286
R1 0.9373 0.9373 0.9260 0.9443
PP 0.9234 0.9234 0.9234 0.9268
S1 0.9095 0.9095 0.9210 0.9165
S2 0.8956 0.8956 0.9184
S3 0.8678 0.8817 0.9159
S4 0.8400 0.8539 0.9082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9484 0.9124 0.0360 3.8% 0.0144 1.5% 87% True False 75,716
10 0.9484 0.9094 0.0390 4.1% 0.0138 1.5% 88% True False 71,869
20 0.9484 0.9094 0.0390 4.1% 0.0122 1.3% 88% True False 64,241
40 0.9484 0.8991 0.0493 5.2% 0.0123 1.3% 90% True False 32,807
60 0.9484 0.8848 0.0636 6.7% 0.0112 1.2% 92% True False 21,937
80 0.9484 0.8540 0.0944 10.0% 0.0102 1.1% 95% True False 16,469
100 0.9484 0.8540 0.0944 10.0% 0.0101 1.1% 95% True False 13,200
120 0.9484 0.8025 0.1459 15.5% 0.0095 1.0% 97% True False 11,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0134
2.618 0.9885
1.618 0.9732
1.000 0.9637
0.618 0.9579
HIGH 0.9484
0.618 0.9426
0.500 0.9408
0.382 0.9389
LOW 0.9331
0.618 0.9236
1.000 0.9178
1.618 0.9083
2.618 0.8930
4.250 0.8681
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 0.9427 0.9392
PP 0.9417 0.9348
S1 0.9408 0.9304

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

View Archives - Comment on this page... - Back to Index of Symbols