CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 0.9465 0.9500 0.0035 0.4% 0.9485
High 0.9475 0.9602 0.0127 1.3% 0.9560
Low 0.9451 0.9500 0.0049 0.5% 0.9307
Close 0.9458 0.9578 0.0120 1.3% 0.9409
Range 0.0024 0.0102 0.0078 325.0% 0.0253
ATR
Volume 151 13 -138 -91.4% 103
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9866 0.9824 0.9634
R3 0.9764 0.9722 0.9606
R2 0.9662 0.9662 0.9597
R1 0.9620 0.9620 0.9587 0.9641
PP 0.9560 0.9560 0.9560 0.9571
S1 0.9518 0.9518 0.9569 0.9539
S2 0.9458 0.9458 0.9559
S3 0.9356 0.9416 0.9550
S4 0.9254 0.9314 0.9522
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0184 1.0050 0.9548
R3 0.9931 0.9797 0.9479
R2 0.9678 0.9678 0.9455
R1 0.9544 0.9544 0.9432 0.9485
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9291 0.9291 0.9386 0.9232
S2 0.9172 0.9172 0.9363
S3 0.8919 0.9038 0.9339
S4 0.8666 0.8785 0.9270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9602 0.9307 0.0295 3.1% 0.0068 0.7% 92% True False 49
10 0.9602 0.9307 0.0295 3.1% 0.0045 0.5% 92% True False 44
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0036
2.618 0.9869
1.618 0.9767
1.000 0.9704
0.618 0.9665
HIGH 0.9602
0.618 0.9563
0.500 0.9551
0.382 0.9539
LOW 0.9500
0.618 0.9437
1.000 0.9398
1.618 0.9335
2.618 0.9233
4.250 0.9067
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 0.9569 0.9537
PP 0.9560 0.9496
S1 0.9551 0.9455

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

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