CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 0.9472 0.9496 0.0024 0.3% 0.9315
High 0.9549 0.9591 0.0042 0.4% 0.9599
Low 0.9463 0.9492 0.0029 0.3% 0.9303
Close 0.9508 0.9554 0.0046 0.5% 0.9508
Range 0.0086 0.0099 0.0013 15.1% 0.0296
ATR 0.0129 0.0126 -0.0002 -1.6% 0.0000
Volume 76,439 63,889 -12,550 -16.4% 358,442
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9843 0.9797 0.9608
R3 0.9744 0.9698 0.9581
R2 0.9645 0.9645 0.9572
R1 0.9599 0.9599 0.9563 0.9622
PP 0.9546 0.9546 0.9546 0.9557
S1 0.9500 0.9500 0.9545 0.9523
S2 0.9447 0.9447 0.9536
S3 0.9348 0.9401 0.9527
S4 0.9249 0.9302 0.9500
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0358 1.0229 0.9671
R3 1.0062 0.9933 0.9589
R2 0.9766 0.9766 0.9562
R1 0.9637 0.9637 0.9535 0.9702
PP 0.9470 0.9470 0.9470 0.9502
S1 0.9341 0.9341 0.9481 0.9406
S2 0.9174 0.9174 0.9454
S3 0.8878 0.9045 0.9427
S4 0.8582 0.8749 0.9345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9599 0.9426 0.0173 1.8% 0.0101 1.1% 74% False False 66,616
10 0.9599 0.9213 0.0386 4.0% 0.0116 1.2% 88% False False 74,709
20 0.9741 0.9212 0.0529 5.5% 0.0132 1.4% 65% False False 77,916
40 0.9798 0.9094 0.0704 7.4% 0.0131 1.4% 65% False False 73,291
60 0.9798 0.9010 0.0788 8.2% 0.0127 1.3% 69% False False 57,735
80 0.9798 0.8991 0.0807 8.4% 0.0121 1.3% 70% False False 43,372
100 0.9798 0.8540 0.1258 13.2% 0.0113 1.2% 81% False False 34,717
120 0.9798 0.8540 0.1258 13.2% 0.0110 1.1% 81% False False 28,950
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0012
2.618 0.9850
1.618 0.9751
1.000 0.9690
0.618 0.9652
HIGH 0.9591
0.618 0.9553
0.500 0.9542
0.382 0.9530
LOW 0.9492
0.618 0.9431
1.000 0.9393
1.618 0.9332
2.618 0.9233
4.250 0.9071
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 0.9550 0.9545
PP 0.9546 0.9536
S1 0.9542 0.9527

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

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