CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 0.9495 0.9526 0.0031 0.3% 0.9465
High 0.9495 0.9526 0.0031 0.3% 0.9602
Low 0.9489 0.9438 -0.0051 -0.5% 0.9438
Close 0.9489 0.9439 -0.0050 -0.5% 0.9439
Range 0.0006 0.0088 0.0082 1,366.7% 0.0164
ATR 0.0092 0.0092 0.0000 -0.3% 0.0000
Volume 3 9 6 200.0% 231
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9732 0.9673 0.9487
R3 0.9644 0.9585 0.9463
R2 0.9556 0.9556 0.9455
R1 0.9497 0.9497 0.9447 0.9483
PP 0.9468 0.9468 0.9468 0.9460
S1 0.9409 0.9409 0.9431 0.9395
S2 0.9380 0.9380 0.9423
S3 0.9292 0.9321 0.9415
S4 0.9204 0.9233 0.9391
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9985 0.9876 0.9529
R3 0.9821 0.9712 0.9484
R2 0.9657 0.9657 0.9469
R1 0.9548 0.9548 0.9454 0.9521
PP 0.9493 0.9493 0.9493 0.9479
S1 0.9384 0.9384 0.9424 0.9357
S2 0.9329 0.9329 0.9409
S3 0.9165 0.9220 0.9394
S4 0.9001 0.9056 0.9349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9602 0.9438 0.0164 1.7% 0.0046 0.5% 1% False True 46
10 0.9602 0.9307 0.0295 3.1% 0.0047 0.5% 45% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9900
2.618 0.9756
1.618 0.9668
1.000 0.9614
0.618 0.9580
HIGH 0.9526
0.618 0.9492
0.500 0.9482
0.382 0.9472
LOW 0.9438
0.618 0.9384
1.000 0.9350
1.618 0.9296
2.618 0.9208
4.250 0.9064
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 0.9482 0.9495
PP 0.9468 0.9476
S1 0.9453 0.9458

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

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