CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 0.9080 0.9050 -0.0030 -0.3% 0.8927
High 0.9138 0.9050 -0.0088 -1.0% 0.9138
Low 0.9051 0.8908 -0.0143 -1.6% 0.8908
Close 0.9124 0.8954 -0.0170 -1.9% 0.8954
Range 0.0087 0.0142 0.0055 63.2% 0.0230
ATR 0.0117 0.0124 0.0007 6.0% 0.0000
Volume 163 104 -59 -36.2% 891
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9397 0.9317 0.9032
R3 0.9255 0.9175 0.8993
R2 0.9113 0.9113 0.8980
R1 0.9033 0.9033 0.8967 0.9002
PP 0.8971 0.8971 0.8971 0.8955
S1 0.8891 0.8891 0.8941 0.8860
S2 0.8829 0.8829 0.8928
S3 0.8687 0.8749 0.8915
S4 0.8545 0.8607 0.8876
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9690 0.9552 0.9081
R3 0.9460 0.9322 0.9017
R2 0.9230 0.9230 0.8996
R1 0.9092 0.9092 0.8975 0.9161
PP 0.9000 0.9000 0.9000 0.9035
S1 0.8862 0.8862 0.8933 0.8931
S2 0.8770 0.8770 0.8912
S3 0.8540 0.8632 0.8891
S4 0.8310 0.8402 0.8828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9138 0.8908 0.0230 2.6% 0.0081 0.9% 20% False True 178
10 0.9265 0.8908 0.0357 4.0% 0.0115 1.3% 13% False True 145
20 0.9265 0.8456 0.0809 9.0% 0.0100 1.1% 62% False False 113
40 0.9265 0.8025 0.1240 13.8% 0.0079 0.9% 75% False False 82
60 0.9265 0.7920 0.1345 15.0% 0.0066 0.7% 77% False False 63
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 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9654
2.618 0.9422
1.618 0.9280
1.000 0.9192
0.618 0.9138
HIGH 0.9050
0.618 0.8996
0.500 0.8979
0.382 0.8962
LOW 0.8908
0.618 0.8820
1.000 0.8766
1.618 0.8678
2.618 0.8536
4.250 0.8305
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 0.8979 0.9023
PP 0.8971 0.9000
S1 0.8962 0.8977

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.