CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 0.9369 0.9487 0.0118 1.3% 0.9456
High 0.9369 0.9487 0.0118 1.3% 0.9576
Low 0.9369 0.9487 0.0118 1.3% 0.9440
Close 0.9369 0.9487 0.0118 1.3% 0.9438
Range
ATR 0.0079 0.0082 0.0003 3.5% 0.0000
Volume 79 78 -1 -1.3% 134
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9487 0.9487 0.9487
R3 0.9487 0.9487 0.9487
R2 0.9487 0.9487 0.9487
R1 0.9487 0.9487 0.9487 0.9487
PP 0.9487 0.9487 0.9487 0.9487
S1 0.9487 0.9487 0.9487 0.9487
S2 0.9487 0.9487 0.9487
S3 0.9487 0.9487 0.9487
S4 0.9487 0.9487 0.9487
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9893 0.9801 0.9513
R3 0.9757 0.9665 0.9475
R2 0.9621 0.9621 0.9463
R1 0.9529 0.9529 0.9450 0.9507
PP 0.9485 0.9485 0.9485 0.9474
S1 0.9393 0.9393 0.9426 0.9371
S2 0.9349 0.9349 0.9413
S3 0.9213 0.9257 0.9401
S4 0.9077 0.9121 0.9363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9537 0.9369 0.0168 1.8% 0.0030 0.3% 70% False False 47
10 0.9576 0.9311 0.0265 2.8% 0.0038 0.4% 66% False False 31
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 66% False False 18
40 0.9710 0.9255 0.0455 4.8% 0.0016 0.2% 51% False False 13
60 0.9710 0.9100 0.0610 6.4% 0.0015 0.2% 63% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9487
2.618 0.9487
1.618 0.9487
1.000 0.9487
0.618 0.9487
HIGH 0.9487
0.618 0.9487
0.500 0.9487
0.382 0.9487
LOW 0.9487
0.618 0.9487
1.000 0.9487
1.618 0.9487
2.618 0.9487
4.250 0.9487
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 0.9487 0.9476
PP 0.9487 0.9464
S1 0.9487 0.9453

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

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