CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 0.9500 0.9550 0.0050 0.5% 0.9485
High 0.9602 0.9552 -0.0050 -0.5% 0.9560
Low 0.9500 0.9541 0.0041 0.4% 0.9307
Close 0.9578 0.9510 -0.0068 -0.7% 0.9409
Range 0.0102 0.0011 -0.0091 -89.2% 0.0253
ATR
Volume 13 55 42 323.1% 103
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9567 0.9550 0.9516
R3 0.9556 0.9539 0.9513
R2 0.9545 0.9545 0.9512
R1 0.9528 0.9528 0.9511 0.9531
PP 0.9534 0.9534 0.9534 0.9536
S1 0.9517 0.9517 0.9509 0.9520
S2 0.9523 0.9523 0.9508
S3 0.9512 0.9506 0.9507
S4 0.9501 0.9495 0.9504
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% 0.0063 0.7% 69% False False 54
10 0.9602 0.9307 0.0295 3.1% 0.0044 0.5% 69% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9599
2.618 0.9581
1.618 0.9570
1.000 0.9563
0.618 0.9559
HIGH 0.9552
0.618 0.9548
0.500 0.9547
0.382 0.9545
LOW 0.9541
0.618 0.9534
1.000 0.9530
1.618 0.9523
2.618 0.9512
4.250 0.9494
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 0.9547 0.9527
PP 0.9534 0.9521
S1 0.9522 0.9516

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

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