CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 0.9433 0.9470 0.0037 0.4% 0.9465
High 0.9522 0.9490 -0.0032 -0.3% 0.9602
Low 0.9433 0.9399 -0.0034 -0.4% 0.9438
Close 0.9495 0.9371 -0.0124 -1.3% 0.9439
Range 0.0089 0.0091 0.0002 2.2% 0.0164
ATR 0.0092 0.0092 0.0000 0.3% 0.0000
Volume 14 95 81 578.6% 231
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9693 0.9623 0.9421
R3 0.9602 0.9532 0.9396
R2 0.9511 0.9511 0.9388
R1 0.9441 0.9441 0.9379 0.9431
PP 0.9420 0.9420 0.9420 0.9415
S1 0.9350 0.9350 0.9363 0.9340
S2 0.9329 0.9329 0.9354
S3 0.9238 0.9259 0.9346
S4 0.9147 0.9168 0.9321
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 0.9552 0.9399 0.0153 1.6% 0.0057 0.6% -18% False True 35
10 0.9602 0.9307 0.0295 3.1% 0.0062 0.7% 22% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9877
2.618 0.9728
1.618 0.9637
1.000 0.9581
0.618 0.9546
HIGH 0.9490
0.618 0.9455
0.500 0.9445
0.382 0.9434
LOW 0.9399
0.618 0.9343
1.000 0.9308
1.618 0.9252
2.618 0.9161
4.250 0.9012
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 0.9445 0.9463
PP 0.9420 0.9432
S1 0.9396 0.9402

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

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