CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 0.9374 0.9460 0.0086 0.9% 0.9400
High 0.9374 0.9477 0.0103 1.1% 0.9417
Low 0.9374 0.9410 0.0036 0.4% 0.9338
Close 0.9377 0.9418 0.0041 0.4% 0.9377
Range 0.0000 0.0067 0.0067 0.0079
ATR 0.0065 0.0068 0.0002 3.8% 0.0000
Volume 41 2 -39 -95.1% 64
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9636 0.9594 0.9455
R3 0.9569 0.9527 0.9436
R2 0.9502 0.9502 0.9430
R1 0.9460 0.9460 0.9424 0.9448
PP 0.9435 0.9435 0.9435 0.9429
S1 0.9393 0.9393 0.9412 0.9381
S2 0.9368 0.9368 0.9406
S3 0.9301 0.9326 0.9400
S4 0.9234 0.9259 0.9381
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9614 0.9575 0.9420
R3 0.9535 0.9496 0.9399
R2 0.9456 0.9456 0.9391
R1 0.9417 0.9417 0.9384 0.9397
PP 0.9377 0.9377 0.9377 0.9368
S1 0.9338 0.9338 0.9370 0.9318
S2 0.9298 0.9298 0.9363
S3 0.9219 0.9259 0.9355
S4 0.9140 0.9180 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9477 0.9338 0.0139 1.5% 0.0016 0.2% 58% True False 10
10 0.9524 0.9338 0.0186 2.0% 0.0008 0.1% 43% False False 27
20 0.9576 0.9311 0.0265 2.8% 0.0023 0.2% 40% False False 21
40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 51% False False 14
60 0.9710 0.9220 0.0490 5.2% 0.0013 0.1% 40% False False 11
80 0.9710 0.9024 0.0686 7.3% 0.0014 0.1% 57% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9762
2.618 0.9652
1.618 0.9585
1.000 0.9544
0.618 0.9518
HIGH 0.9477
0.618 0.9451
0.500 0.9444
0.382 0.9436
LOW 0.9410
0.618 0.9369
1.000 0.9343
1.618 0.9302
2.618 0.9235
4.250 0.9125
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 0.9444 0.9415
PP 0.9435 0.9411
S1 0.9427 0.9408

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

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