CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 0.9367 0.9440 0.0073 0.8% 0.9400
High 0.9478 0.9481 0.0003 0.0% 0.9454
Low 0.9350 0.9426 0.0076 0.8% 0.9318
Close 0.9421 0.9472 0.0051 0.5% 0.9380
Range 0.0128 0.0055 -0.0073 -57.0% 0.0136
ATR 0.0084 0.0083 -0.0002 -2.1% 0.0000
Volume 73 65 -8 -11.0% 550
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9625 0.9603 0.9502
R3 0.9570 0.9548 0.9487
R2 0.9515 0.9515 0.9482
R1 0.9493 0.9493 0.9477 0.9504
PP 0.9460 0.9460 0.9460 0.9465
S1 0.9438 0.9438 0.9467 0.9449
S2 0.9405 0.9405 0.9462
S3 0.9350 0.9383 0.9457
S4 0.9295 0.9328 0.9442
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9792 0.9722 0.9455
R3 0.9656 0.9586 0.9417
R2 0.9520 0.9520 0.9405
R1 0.9450 0.9450 0.9392 0.9417
PP 0.9384 0.9384 0.9384 0.9368
S1 0.9314 0.9314 0.9368 0.9281
S2 0.9248 0.9248 0.9355
S3 0.9112 0.9178 0.9343
S4 0.8976 0.9042 0.9305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9481 0.9318 0.0163 1.7% 0.0077 0.8% 94% True False 71
10 0.9527 0.9318 0.0209 2.2% 0.0060 0.6% 74% False False 108
20 0.9602 0.9307 0.0295 3.1% 0.0061 0.6% 56% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9715
2.618 0.9625
1.618 0.9570
1.000 0.9536
0.618 0.9515
HIGH 0.9481
0.618 0.9460
0.500 0.9454
0.382 0.9447
LOW 0.9426
0.618 0.9392
1.000 0.9371
1.618 0.9337
2.618 0.9282
4.250 0.9192
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 0.9466 0.9450
PP 0.9460 0.9428
S1 0.9454 0.9407

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

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