CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 0.9587 0.9666 0.0079 0.8% 0.9255
High 0.9693 0.9741 0.0048 0.5% 0.9606
Low 0.9567 0.9639 0.0072 0.8% 0.9237
Close 0.9667 0.9657 -0.0010 -0.1% 0.9583
Range 0.0126 0.0102 -0.0024 -19.0% 0.0369
ATR 0.0126 0.0124 -0.0002 -1.3% 0.0000
Volume 71,881 35,186 -36,695 -51.0% 350,078
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9985 0.9923 0.9713
R3 0.9883 0.9821 0.9685
R2 0.9781 0.9781 0.9676
R1 0.9719 0.9719 0.9666 0.9699
PP 0.9679 0.9679 0.9679 0.9669
S1 0.9617 0.9617 0.9648 0.9597
S2 0.9577 0.9577 0.9638
S3 0.9475 0.9515 0.9629
S4 0.9373 0.9413 0.9601
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0582 1.0452 0.9786
R3 1.0213 1.0083 0.9684
R2 0.9844 0.9844 0.9651
R1 0.9714 0.9714 0.9617 0.9779
PP 0.9475 0.9475 0.9475 0.9508
S1 0.9345 0.9345 0.9549 0.9410
S2 0.9106 0.9106 0.9515
S3 0.8737 0.8976 0.9482
S4 0.8368 0.8607 0.9380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9741 0.9390 0.0351 3.6% 0.0116 1.2% 76% True False 64,021
10 0.9741 0.9124 0.0617 6.4% 0.0130 1.3% 86% True False 69,869
20 0.9741 0.9094 0.0647 6.7% 0.0125 1.3% 87% True False 66,957
40 0.9741 0.9001 0.0740 7.7% 0.0123 1.3% 89% True False 40,765
60 0.9741 0.8991 0.0750 7.8% 0.0115 1.2% 89% True False 27,264
80 0.9741 0.8540 0.1201 12.4% 0.0105 1.1% 93% True False 20,466
100 0.9741 0.8540 0.1201 12.4% 0.0103 1.1% 93% True False 16,396
120 0.9741 0.8179 0.1562 16.2% 0.0097 1.0% 95% True False 13,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 1.0008
1.618 0.9906
1.000 0.9843
0.618 0.9804
HIGH 0.9741
0.618 0.9702
0.500 0.9690
0.382 0.9678
LOW 0.9639
0.618 0.9576
1.000 0.9537
1.618 0.9474
2.618 0.9372
4.250 0.9206
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 0.9690 0.9641
PP 0.9679 0.9625
S1 0.9668 0.9609

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

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