CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 0.9400 0.9417 0.0017 0.2% 0.9433
High 0.9400 0.9417 0.0017 0.2% 0.9537
Low 0.9397 0.9417 0.0020 0.2% 0.9369
Close 0.9433 0.9417 -0.0016 -0.2% 0.9426
Range 0.0003 0.0000 -0.0003 -100.0% 0.0168
ATR 0.0076 0.0072 -0.0004 -5.6% 0.0000
Volume 16 7 -9 -56.3% 232
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9417 0.9417 0.9417
R3 0.9417 0.9417 0.9417
R2 0.9417 0.9417 0.9417
R1 0.9417 0.9417 0.9417 0.9417
PP 0.9417 0.9417 0.9417 0.9417
S1 0.9417 0.9417 0.9417 0.9417
S2 0.9417 0.9417 0.9417
S3 0.9417 0.9417 0.9417
S4 0.9417 0.9417 0.9417
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9948 0.9855 0.9518
R3 0.9780 0.9687 0.9472
R2 0.9612 0.9612 0.9457
R1 0.9519 0.9519 0.9441 0.9482
PP 0.9444 0.9444 0.9444 0.9425
S1 0.9351 0.9351 0.9411 0.9314
S2 0.9276 0.9276 0.9395
S3 0.9108 0.9183 0.9380
S4 0.8940 0.9015 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9524 0.9397 0.0127 1.3% 0.0001 0.0% 16% False False 30
10 0.9537 0.9369 0.0168 1.8% 0.0015 0.2% 29% False False 33
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 40% False False 20
40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 50% False False 14
60 0.9710 0.9100 0.0610 6.5% 0.0015 0.2% 52% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9417
2.618 0.9417
1.618 0.9417
1.000 0.9417
0.618 0.9417
HIGH 0.9417
0.618 0.9417
0.500 0.9417
0.382 0.9417
LOW 0.9417
0.618 0.9417
1.000 0.9417
1.618 0.9417
2.618 0.9417
4.250 0.9417
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 0.9417 0.9416
PP 0.9417 0.9415
S1 0.9417 0.9414

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

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