CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 0.9546 0.9514 -0.0032 -0.3% 0.9315
High 0.9557 0.9569 0.0012 0.1% 0.9599
Low 0.9416 0.9448 0.0032 0.3% 0.9303
Close 0.9503 0.9461 -0.0042 -0.4% 0.9508
Range 0.0141 0.0121 -0.0020 -14.2% 0.0296
ATR 0.0127 0.0127 0.0000 -0.4% 0.0000
Volume 69,187 79,529 10,342 14.9% 358,442
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9856 0.9779 0.9528
R3 0.9735 0.9658 0.9494
R2 0.9614 0.9614 0.9483
R1 0.9537 0.9537 0.9472 0.9515
PP 0.9493 0.9493 0.9493 0.9482
S1 0.9416 0.9416 0.9450 0.9394
S2 0.9372 0.9372 0.9439
S3 0.9251 0.9295 0.9428
S4 0.9130 0.9174 0.9394
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 0.9416 0.0183 1.9% 0.0118 1.2% 25% False False 69,082
10 0.9599 0.9274 0.0325 3.4% 0.0117 1.2% 58% False False 72,483
20 0.9600 0.9212 0.0388 4.1% 0.0124 1.3% 64% False False 78,135
40 0.9798 0.9094 0.0704 7.4% 0.0132 1.4% 52% False False 74,274
60 0.9798 0.9010 0.0788 8.3% 0.0127 1.3% 57% False False 60,194
80 0.9798 0.8991 0.0807 8.5% 0.0122 1.3% 58% False False 45,227
100 0.9798 0.8540 0.1258 13.3% 0.0113 1.2% 73% False False 36,203
120 0.9798 0.8540 0.1258 13.3% 0.0109 1.2% 73% False False 30,188
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0083
2.618 0.9886
1.618 0.9765
1.000 0.9690
0.618 0.9644
HIGH 0.9569
0.618 0.9523
0.500 0.9509
0.382 0.9494
LOW 0.9448
0.618 0.9373
1.000 0.9327
1.618 0.9252
2.618 0.9131
4.250 0.8934
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 0.9509 0.9504
PP 0.9493 0.9489
S1 0.9477 0.9475

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

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