CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 0.9423 0.9421 -0.0002 0.0% 0.9465
High 0.9462 0.9424 -0.0038 -0.4% 0.9545
Low 0.9393 0.9303 -0.0090 -1.0% 0.9369
Close 0.9407 0.9344 -0.0063 -0.7% 0.9428
Range 0.0069 0.0121 0.0052 75.4% 0.0176
ATR 0.0117 0.0117 0.0000 0.3% 0.0000
Volume 64,208 70,848 6,640 10.3% 154,672
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9720 0.9653 0.9411
R3 0.9599 0.9532 0.9377
R2 0.9478 0.9478 0.9366
R1 0.9411 0.9411 0.9355 0.9384
PP 0.9357 0.9357 0.9357 0.9344
S1 0.9290 0.9290 0.9333 0.9263
S2 0.9236 0.9236 0.9322
S3 0.9115 0.9169 0.9311
S4 0.8994 0.9048 0.9277
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9975 0.9878 0.9525
R3 0.9799 0.9702 0.9476
R2 0.9623 0.9623 0.9460
R1 0.9526 0.9526 0.9444 0.9487
PP 0.9447 0.9447 0.9447 0.9428
S1 0.9350 0.9350 0.9412 0.9311
S2 0.9271 0.9271 0.9396
S3 0.9095 0.9174 0.9380
S4 0.8919 0.8998 0.9331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9540 0.9303 0.0237 2.5% 0.0099 1.1% 17% False True 72,555
10 0.9580 0.9303 0.0277 3.0% 0.0118 1.3% 15% False True 45,000
20 0.9608 0.9303 0.0305 3.3% 0.0120 1.3% 13% False True 23,105
40 0.9608 0.9217 0.0391 4.2% 0.0115 1.2% 32% False False 11,757
60 0.9792 0.9100 0.0692 7.4% 0.0116 1.2% 35% False False 7,898
80 0.9792 0.9010 0.0782 8.4% 0.0102 1.1% 43% False False 5,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9938
2.618 0.9741
1.618 0.9620
1.000 0.9545
0.618 0.9499
HIGH 0.9424
0.618 0.9378
0.500 0.9364
0.382 0.9349
LOW 0.9303
0.618 0.9228
1.000 0.9182
1.618 0.9107
2.618 0.8986
4.250 0.8789
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 0.9364 0.9390
PP 0.9357 0.9374
S1 0.9351 0.9359

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

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