CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 0.9349 0.9399 0.0050 0.5% 0.9624
High 0.9410 0.9399 -0.0011 -0.1% 0.9741
Low 0.9330 0.9246 -0.0084 -0.9% 0.9447
Close 0.9404 0.9268 -0.0136 -1.4% 0.9500
Range 0.0080 0.0153 0.0073 91.3% 0.0294
ATR 0.0135 0.0136 0.0002 1.2% 0.0000
Volume 81,270 79,888 -1,382 -1.7% 383,570
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9763 0.9669 0.9352
R3 0.9610 0.9516 0.9310
R2 0.9457 0.9457 0.9296
R1 0.9363 0.9363 0.9282 0.9334
PP 0.9304 0.9304 0.9304 0.9290
S1 0.9210 0.9210 0.9254 0.9181
S2 0.9151 0.9151 0.9240
S3 0.8998 0.9057 0.9226
S4 0.8845 0.8904 0.9184
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0445 1.0266 0.9662
R3 1.0151 0.9972 0.9581
R2 0.9857 0.9857 0.9554
R1 0.9678 0.9678 0.9527 0.9621
PP 0.9563 0.9563 0.9563 0.9534
S1 0.9384 0.9384 0.9473 0.9327
S2 0.9269 0.9269 0.9446
S3 0.8975 0.9090 0.9419
S4 0.8681 0.8796 0.9338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9246 0.0354 3.8% 0.0123 1.3% 6% False True 77,690
10 0.9798 0.9246 0.0552 6.0% 0.0148 1.6% 4% False True 74,205
20 0.9798 0.9124 0.0674 7.3% 0.0135 1.5% 21% False False 72,138
40 0.9798 0.9033 0.0765 8.3% 0.0128 1.4% 31% False False 60,723
60 0.9798 0.8991 0.0807 8.7% 0.0124 1.3% 34% False False 40,708
80 0.9798 0.8576 0.1222 13.2% 0.0115 1.2% 57% False False 30,572
100 0.9798 0.8540 0.1258 13.6% 0.0107 1.2% 58% False False 24,473
120 0.9798 0.8456 0.1342 14.5% 0.0105 1.1% 61% False False 20,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 0.9800
1.618 0.9647
1.000 0.9552
0.618 0.9494
HIGH 0.9399
0.618 0.9341
0.500 0.9323
0.382 0.9304
LOW 0.9246
0.618 0.9151
1.000 0.9093
1.618 0.8998
2.618 0.8845
4.250 0.8596
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 0.9323 0.9385
PP 0.9304 0.9346
S1 0.9286 0.9307

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

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