CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 0.9280 0.9376 0.0096 1.0% 0.9504
High 0.9385 0.9439 0.0054 0.6% 0.9523
Low 0.9213 0.9357 0.0144 1.6% 0.9217
Close 0.9367 0.9425 0.0058 0.6% 0.9262
Range 0.0172 0.0082 -0.0090 -52.3% 0.0306
ATR 0.0140 0.0136 -0.0004 -3.0% 0.0000
Volume 83,903 87,069 3,166 3.8% 388,807
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9653 0.9621 0.9470
R3 0.9571 0.9539 0.9448
R2 0.9489 0.9489 0.9440
R1 0.9457 0.9457 0.9433 0.9473
PP 0.9407 0.9407 0.9407 0.9415
S1 0.9375 0.9375 0.9417 0.9391
S2 0.9325 0.9325 0.9410
S3 0.9243 0.9293 0.9402
S4 0.9161 0.9211 0.9380
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0252 1.0063 0.9430
R3 0.9946 0.9757 0.9346
R2 0.9640 0.9640 0.9318
R1 0.9451 0.9451 0.9290 0.9393
PP 0.9334 0.9334 0.9334 0.9305
S1 0.9145 0.9145 0.9234 0.9087
S2 0.9028 0.9028 0.9206
S3 0.8722 0.8839 0.9178
S4 0.8416 0.8533 0.9094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9439 0.9212 0.0227 2.4% 0.0138 1.5% 94% True False 89,886
10 0.9600 0.9212 0.0388 4.1% 0.0131 1.4% 55% False False 83,788
20 0.9798 0.9212 0.0586 6.2% 0.0136 1.4% 36% False False 74,853
40 0.9798 0.9094 0.0704 7.5% 0.0130 1.4% 47% False False 70,737
60 0.9798 0.8991 0.0807 8.6% 0.0126 1.3% 54% False False 48,181
80 0.9798 0.8940 0.0858 9.1% 0.0117 1.2% 57% False False 36,186
100 0.9798 0.8540 0.1258 13.3% 0.0109 1.2% 70% False False 28,962
120 0.9798 0.8540 0.1258 13.3% 0.0107 1.1% 70% False False 24,156
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9788
2.618 0.9654
1.618 0.9572
1.000 0.9521
0.618 0.9490
HIGH 0.9439
0.618 0.9408
0.500 0.9398
0.382 0.9388
LOW 0.9357
0.618 0.9306
1.000 0.9275
1.618 0.9224
2.618 0.9142
4.250 0.9009
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 0.9416 0.9392
PP 0.9407 0.9359
S1 0.9398 0.9326

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

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