CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 0.9400 0.9313 -0.0087 -0.9% 0.9241
High 0.9420 0.9486 0.0066 0.7% 0.9434
Low 0.9280 0.9313 0.0033 0.4% 0.9217
Close 0.9286 0.9485 0.0199 2.1% 0.9286
Range 0.0140 0.0173 0.0033 23.6% 0.0217
ATR 0.0116 0.0122 0.0006 5.2% 0.0000
Volume 220 220 0 0.0% 1,366
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9947 0.9889 0.9580
R3 0.9774 0.9716 0.9533
R2 0.9601 0.9601 0.9517
R1 0.9543 0.9543 0.9501 0.9572
PP 0.9428 0.9428 0.9428 0.9443
S1 0.9370 0.9370 0.9469 0.9399
S2 0.9255 0.9255 0.9453
S3 0.9082 0.9197 0.9437
S4 0.8909 0.9024 0.9390
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9963 0.9842 0.9405
R3 0.9746 0.9625 0.9346
R2 0.9529 0.9529 0.9326
R1 0.9408 0.9408 0.9306 0.9469
PP 0.9312 0.9312 0.9312 0.9343
S1 0.9191 0.9191 0.9266 0.9252
S2 0.9095 0.9095 0.9246
S3 0.8878 0.8974 0.9226
S4 0.8661 0.8757 0.9167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9486 0.9217 0.0269 2.8% 0.0117 1.2% 100% True False 223
10 0.9486 0.9217 0.0269 2.8% 0.0118 1.2% 100% True False 264
20 0.9792 0.9217 0.0575 6.1% 0.0121 1.3% 47% False False 303
40 0.9792 0.9100 0.0692 7.3% 0.0108 1.1% 56% False False 197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0221
2.618 0.9939
1.618 0.9766
1.000 0.9659
0.618 0.9593
HIGH 0.9486
0.618 0.9420
0.500 0.9400
0.382 0.9379
LOW 0.9313
0.618 0.9206
1.000 0.9140
1.618 0.9033
2.618 0.8860
4.250 0.8578
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 0.9457 0.9451
PP 0.9428 0.9417
S1 0.9400 0.9383

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

View Archives - Comment on this page... - Back to Index of Symbols