CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 0.9514 0.9480 -0.0034 -0.4% 0.9315
High 0.9569 0.9483 -0.0086 -0.9% 0.9599
Low 0.9448 0.9353 -0.0095 -1.0% 0.9303
Close 0.9461 0.9412 -0.0049 -0.5% 0.9508
Range 0.0121 0.0130 0.0009 7.4% 0.0296
ATR 0.0127 0.0127 0.0000 0.2% 0.0000
Volume 79,529 70,893 -8,636 -10.9% 358,442
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9806 0.9739 0.9484
R3 0.9676 0.9609 0.9448
R2 0.9546 0.9546 0.9436
R1 0.9479 0.9479 0.9424 0.9448
PP 0.9416 0.9416 0.9416 0.9400
S1 0.9349 0.9349 0.9400 0.9318
S2 0.9286 0.9286 0.9388
S3 0.9156 0.9219 0.9376
S4 0.9026 0.9089 0.9341
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 0.9591 0.9353 0.0238 2.5% 0.0115 1.2% 25% False True 71,987
10 0.9599 0.9274 0.0325 3.5% 0.0124 1.3% 42% False False 70,604
20 0.9599 0.9212 0.0387 4.1% 0.0125 1.3% 52% False False 76,950
40 0.9798 0.9094 0.0704 7.5% 0.0130 1.4% 45% False False 74,666
60 0.9798 0.9010 0.0788 8.4% 0.0127 1.3% 51% False False 61,359
80 0.9798 0.8991 0.0807 8.6% 0.0122 1.3% 52% False False 46,111
100 0.9798 0.8540 0.1258 13.4% 0.0114 1.2% 69% False False 36,911
120 0.9798 0.8540 0.1258 13.4% 0.0109 1.2% 69% False False 30,777
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0036
2.618 0.9823
1.618 0.9693
1.000 0.9613
0.618 0.9563
HIGH 0.9483
0.618 0.9433
0.500 0.9418
0.382 0.9403
LOW 0.9353
0.618 0.9273
1.000 0.9223
1.618 0.9143
2.618 0.9013
4.250 0.8801
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 0.9418 0.9461
PP 0.9416 0.9445
S1 0.9414 0.9428

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

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