CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 0.9624 0.9727 0.0103 1.1% 0.9587
High 0.9729 0.9741 0.0012 0.1% 0.9798
Low 0.9594 0.9498 -0.0096 -1.0% 0.9567
Close 0.9721 0.9519 -0.0202 -2.1% 0.9635
Range 0.0135 0.0243 0.0108 80.0% 0.0231
ATR 0.0127 0.0135 0.0008 6.5% 0.0000
Volume 68,145 49,986 -18,159 -26.6% 315,368
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0315 1.0160 0.9653
R3 1.0072 0.9917 0.9586
R2 0.9829 0.9829 0.9564
R1 0.9674 0.9674 0.9541 0.9630
PP 0.9586 0.9586 0.9586 0.9564
S1 0.9431 0.9431 0.9497 0.9387
S2 0.9343 0.9343 0.9474
S3 0.9100 0.9188 0.9452
S4 0.8857 0.8945 0.9385
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0360 1.0228 0.9762
R3 1.0129 0.9997 0.9699
R2 0.9898 0.9898 0.9677
R1 0.9766 0.9766 0.9656 0.9832
PP 0.9667 0.9667 0.9667 0.9700
S1 0.9535 0.9535 0.9614 0.9601
S2 0.9436 0.9436 0.9593
S3 0.9205 0.9304 0.9571
S4 0.8974 0.9073 0.9508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9798 0.9498 0.0300 3.2% 0.0152 1.6% 7% False True 65,286
10 0.9798 0.9390 0.0408 4.3% 0.0134 1.4% 32% False False 64,654
20 0.9798 0.9094 0.0704 7.4% 0.0136 1.4% 60% False False 68,261
40 0.9798 0.9010 0.0788 8.3% 0.0128 1.3% 65% False False 48,886
60 0.9798 0.8991 0.0807 8.5% 0.0120 1.3% 65% False False 32,688
80 0.9798 0.8540 0.1258 13.2% 0.0110 1.2% 78% False False 24,541
100 0.9798 0.8540 0.1258 13.2% 0.0107 1.1% 78% False False 19,656
120 0.9798 0.8456 0.1342 14.1% 0.0102 1.1% 79% False False 16,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 170 trading days
Fibonacci Retracements and Extensions
4.250 1.0774
2.618 1.0377
1.618 1.0134
1.000 0.9984
0.618 0.9891
HIGH 0.9741
0.618 0.9648
0.500 0.9620
0.382 0.9591
LOW 0.9498
0.618 0.9348
1.000 0.9255
1.618 0.9105
2.618 0.8862
4.250 0.8465
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 0.9620 0.9620
PP 0.9586 0.9586
S1 0.9553 0.9553

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

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