CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 0.9421 0.9339 -0.0082 -0.9% 0.9423
High 0.9424 0.9408 -0.0016 -0.2% 0.9476
Low 0.9303 0.9322 0.0019 0.2% 0.9303
Close 0.9344 0.9382 0.0038 0.4% 0.9382
Range 0.0121 0.0086 -0.0035 -28.9% 0.0173
ATR 0.0117 0.0115 -0.0002 -1.9% 0.0000
Volume 70,848 93,955 23,107 32.6% 387,512
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9629 0.9591 0.9429
R3 0.9543 0.9505 0.9406
R2 0.9457 0.9457 0.9398
R1 0.9419 0.9419 0.9390 0.9438
PP 0.9371 0.9371 0.9371 0.9380
S1 0.9333 0.9333 0.9374 0.9352
S2 0.9285 0.9285 0.9366
S3 0.9199 0.9247 0.9358
S4 0.9113 0.9161 0.9335
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9906 0.9817 0.9477
R3 0.9733 0.9644 0.9430
R2 0.9560 0.9560 0.9414
R1 0.9471 0.9471 0.9398 0.9429
PP 0.9387 0.9387 0.9387 0.9366
S1 0.9298 0.9298 0.9366 0.9256
S2 0.9214 0.9214 0.9350
S3 0.9041 0.9125 0.9334
S4 0.8868 0.8952 0.9287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9476 0.9303 0.0173 1.8% 0.0090 1.0% 46% False False 77,502
10 0.9545 0.9303 0.0242 2.6% 0.0113 1.2% 33% False False 54,218
20 0.9608 0.9303 0.0305 3.3% 0.0118 1.3% 26% False False 27,781
40 0.9608 0.9217 0.0391 4.2% 0.0115 1.2% 42% False False 14,097
60 0.9792 0.9100 0.0692 7.4% 0.0114 1.2% 41% False False 9,463
80 0.9792 0.9010 0.0782 8.3% 0.0102 1.1% 48% False False 7,114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9774
2.618 0.9633
1.618 0.9547
1.000 0.9494
0.618 0.9461
HIGH 0.9408
0.618 0.9375
0.500 0.9365
0.382 0.9355
LOW 0.9322
0.618 0.9269
1.000 0.9236
1.618 0.9183
2.618 0.9097
4.250 0.8957
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 0.9376 0.9383
PP 0.9371 0.9382
S1 0.9365 0.9382

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

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